+3,141.2%
SOXX vs BIDU
+1,272.6%
+1,868.7%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.6% | -1.2% | -2.3% |
| 7D | +3.0% | -5.2% | +8.3% | +4.4% |
| 30D | -3.1% | -14.5% | +11.4% | +0.8% |
| 3M | -4.4% | -22.9% | +18.5% | +2.1% |
| 6M | +52.9% | -27.8% | +80.7% | +65.7% |
| YTD | +72.0% | -30.7% | +102.7% | +87.8% |
| 1Y | +105.1% | -15.8% | +120.9% | +110.8% |
| 3Y | +220.6% | -33.2% | +253.8% | +239.7% |
| 5Y | +244.8% | -44.8% | +289.6% | +260.1% |
| 10Y | +1,537.1% | -50.3% | +1,587.4% | +1,551.9% |
| All | +3,141.2% | +1,272.6% | +1,868.7% | +1,660.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling