-18.3%
BIDU vs SHAK
-34.9%
+16.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.2% | -2.3% | +0.7% |
| 7D | -8.1% | -8.3% | +0.2% | -7.6% |
| 30D | -12.8% | -12.6% | -0.2% | -12.1% |
| 3M | -21.3% | +9.1% | -30.4% | -21.4% |
| 6M | -27.0% | -31.2% | +4.3% | -24.5% |
| YTD | -30.0% | -21.6% | -8.5% | -28.4% |
| 1Y | -18.3% | -38.8% | +20.5% | -10.3% |
| All | -18.3% | -34.9% | +16.6% | -10.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling