+1.3%
BIDU vs SM
+37.6%
-36.3%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -2.5% | +6.6% | +4.0% |
| 7D | +2.4% | +0.1% | +2.3% | +2.4% |
| 30D | -10.5% | +26.3% | -36.8% | -9.8% |
| 3M | -26.2% | +8.7% | -34.9% | -25.6% |
| 6M | -16.4% | +51.7% | -68.1% | -19.0% |
| YTD | -23.9% | +99.0% | -122.9% | -30.6% |
| 1Y | +1.3% | +34.6% | -33.3% | +2.0% |
| All | +1.3% | +37.6% | -36.3% | +2.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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