-26.3%
BIDU vs SFM
+132.6%
-158.9%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +2.9% | +1.2% | +3.9% |
| 7D | +2.4% | -0.1% | +2.5% | +2.4% |
| 30D | -10.5% | -4.4% | -6.1% | -10.2% |
| 3M | -26.2% | +1.5% | -27.7% | -26.5% |
| 6M | -16.4% | +6.5% | -22.9% | -17.1% |
| YTD | -23.9% | +2.2% | -26.0% | -24.4% |
| 1Y | +1.3% | -41.9% | +43.2% | +4.9% |
| 3Y | -32.1% | +106.8% | -138.8% | -38.1% |
| 5Y | -39.0% | +231.6% | -270.5% | -47.6% |
| 10Y | -44.0% | +258.4% | -302.5% | -54.5% |
| All | -26.3% | +132.6% | -158.9% | -33.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling