-50.4%
BIDU vs SBAC
+87.1%
-137.5%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.2% | -1.3% | +0.3% |
| 7D | -8.1% | -2.1% | -6.0% | -7.6% |
| 30D | -12.8% | +2.0% | -14.8% | -13.2% |
| 3M | -21.3% | -8.3% | -13.0% | -19.8% |
| 6M | -27.0% | +0.3% | -27.3% | -27.8% |
| YTD | -30.0% | -2.2% | -27.8% | -30.6% |
| 1Y | -18.3% | -4.6% | -13.6% | -18.4% |
| 3Y | -33.8% | -8.3% | -25.5% | -34.7% |
| 5Y | -44.3% | -42.8% | -1.5% | -38.0% |
| All | -50.4% | +87.1% | -137.5% | -58.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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