-33.4%
BIDU vs SBAC
-8.7%
-24.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.5% | -0.4% |
| 7D | -2.4% | +0.2% | -2.6% | -2.5% |
| 30D | -16.0% | +3.9% | -19.8% | -16.4% |
| 3M | -24.0% | -8.2% | -15.8% | -23.1% |
| 6M | -24.9% | -2.8% | -22.1% | -24.6% |
| YTD | -29.6% | -1.5% | -28.0% | -29.6% |
| 1Y | -15.2% | 0.0% | -15.2% | -15.5% |
| All | -33.4% | -8.7% | -24.6% | -36.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling