+360.5%
SOXX vs BIDU
-34.6%
+395.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +4.5% | -7.6% | -5.2% |
| 7D | +158.9% | +1.2% | +157.7% | +157.2% |
| 30D | +129.2% | -7.5% | +136.8% | +136.1% |
| 3M | +149.7% | -28.6% | +178.3% | +183.3% |
| 6M | +193.4% | -36.9% | +230.3% | +248.8% |
| YTD | +351.0% | -38.4% | +389.5% | +435.5% |
| 1Y | +360.5% | -35.7% | +396.2% | +438.6% |
| All | +360.5% | -34.6% | +395.1% | +438.6% |
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