-50.4%
BIDU vs SHAK
+87.2%
-137.6%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.2% | -2.3% | +0.2% |
| 7D | -8.1% | -8.3% | +0.2% | -6.4% |
| 30D | -12.8% | -12.6% | -0.2% | -10.3% |
| 3M | -21.3% | +9.1% | -30.4% | -23.2% |
| 6M | -27.0% | -31.2% | +4.3% | -22.7% |
| YTD | -30.0% | -21.6% | -8.5% | -28.5% |
| 1Y | -18.3% | -38.8% | +20.5% | -12.0% |
| 3Y | -33.8% | +0.6% | -34.5% | -41.7% |
| 5Y | -44.3% | -22.5% | -21.8% | -50.0% |
| All | -50.4% | +87.2% | -137.6% | -64.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SHAK.
Daily Out/Under-Performance
Portfolio return minus SHAK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHAK 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 SHAK 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