+113.9%
SOXX vs BIDU
+1.5%
+112.4%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +4.1% | -0.6% | +2.1% |
| 7D | +2.2% | +2.4% | -0.2% | +1.3% |
| 30D | -2.0% | -10.5% | +8.4% | +1.6% |
| 3M | -13.7% | -26.2% | +12.5% | -4.4% |
| 6M | +52.4% | -16.4% | +68.8% | +61.1% |
| YTD | +72.8% | -23.9% | +96.7% | +87.6% |
| 1Y | +113.9% | +1.3% | +112.6% | +133.2% |
| All | +113.9% | +1.5% | +112.4% | +133.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BIDU.
Daily Out/Under-Performance
Portfolio return minus BIDU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIDU return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded BIDU wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling