-44.8%
BIDU vs SFM
+212.1%
-256.9%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.3% | -1.5% |
| 7D | -5.2% | -8.8% | +3.5% | -4.8% |
| 30D | -14.5% | -14.5% | 0.0% | -14.0% |
| 3M | -22.9% | -16.8% | -6.0% | -22.4% |
| 6M | -27.8% | -5.3% | -22.5% | -27.8% |
| YTD | -30.7% | -9.4% | -21.3% | -30.5% |
| 1Y | -15.8% | -46.2% | +30.4% | -13.5% |
| 3Y | -33.2% | +81.3% | -114.5% | -38.0% |
| 5Y | -44.8% | +211.9% | -256.7% | -49.4% |
| All | -44.8% | +212.1% | -256.9% | -49.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling