-85.9%
SPXS vs BIDU
-45.6%
-40.3%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.6% | +3.4% | +1.3% |
| 7D | +6.4% | -5.2% | +11.6% | +4.3% |
| 30D | +6.0% | -14.5% | +20.5% | +0.3% |
| 3M | -11.6% | -22.9% | +11.3% | -19.2% |
| 6M | -28.7% | -27.8% | -0.9% | -35.0% |
| YTD | -26.3% | -30.7% | +4.4% | -33.1% |
| 1Y | -34.9% | -15.8% | -19.1% | -34.8% |
| 3Y | -79.5% | -33.2% | -46.2% | -79.4% |
| 5Y | -85.9% | -44.8% | -41.1% | -84.1% |
| All | -85.9% | -45.6% | -40.3% | -84.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling