+1,537.1%
SOXX vs BIDU
-48.7%
+1,585.8%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.9% | +1.0% | +1.6% |
| 7D | +1.4% | -8.1% | +9.5% | +4.1% |
| 30D | -3.6% | -12.8% | +9.2% | +0.5% |
| 3M | -10.2% | -21.3% | +11.1% | -3.3% |
| 6M | +54.2% | -27.0% | +81.2% | +69.3% |
| YTD | +75.2% | -30.0% | +105.3% | +94.2% |
| 1Y | +107.5% | -18.3% | +125.8% | +116.1% |
| 3Y | +226.8% | -33.8% | +260.6% | +250.0% |
| 5Y | +251.2% | -44.3% | +295.5% | +267.5% |
| All | +1,537.1% | -48.7% | +1,585.8% | +1,407.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling