+107.5%
SOXX vs BIDU
-16.8%
+124.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.9% | +1.0% | +1.5% |
| 7D | +1.4% | -8.1% | +9.5% | +4.3% |
| 30D | -3.6% | -12.8% | +9.2% | +0.9% |
| 3M | -10.2% | -21.3% | +11.1% | -2.7% |
| 6M | +54.2% | -27.0% | +81.2% | +70.5% |
| YTD | +75.2% | -30.0% | +105.3% | +96.0% |
| 1Y | +107.5% | -18.3% | +125.8% | +129.1% |
| All | +107.5% | -16.8% | +124.3% | +129.1% |
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