-50.4%
BIDU vs SM
+23.0%
-73.4%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +0.9% |
| 7D | -8.1% | +4.6% | -12.7% | -8.6% |
| 30D | -12.8% | +18.2% | -31.0% | -14.4% |
| 3M | -21.3% | +22.5% | -43.8% | -23.3% |
| 6M | -27.0% | +50.6% | -77.5% | -30.9% |
| YTD | -30.0% | +108.1% | -138.2% | -36.3% |
| 1Y | -18.3% | +46.0% | -64.3% | -22.8% |
| 3Y | -33.8% | +2.9% | -36.7% | -36.4% |
| 5Y | -44.3% | +112.6% | -156.9% | -51.1% |
| All | -50.4% | +23.0% | -73.4% | -63.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling