-50.4%
BIDU vs SFM
+271.4%
-321.8%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | +0.1% | +0.9% |
| 7D | -8.1% | -10.6% | +2.5% | -7.7% |
| 30D | -12.8% | -15.5% | +2.6% | -12.2% |
| 3M | -21.3% | -17.4% | -3.9% | -20.7% |
| 6M | -27.0% | -3.4% | -23.5% | -27.0% |
| YTD | -30.0% | -8.7% | -21.4% | -29.9% |
| 1Y | -18.3% | -47.2% | +28.9% | -16.2% |
| 3Y | -33.8% | +82.7% | -116.6% | -37.0% |
| 5Y | -44.3% | +214.3% | -258.6% | -48.6% |
| All | -50.4% | +271.4% | -321.8% | -57.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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