-27.1%
BIDU vs SM
-3.9%
-23.2%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.7% |
| 7D | -4.6% | +9.4% | -13.9% | -5.1% |
| 30D | -4.5% | -14.4% | +9.8% | -3.8% |
| 3M | -25.4% | +1.6% | -26.9% | -26.1% |
| 6M | -48.1% | +6.3% | -54.4% | -49.0% |
| YTD | -40.2% | +78.8% | -119.0% | -47.0% |
| 1Y | -35.2% | +83.1% | -118.4% | -43.0% |
| 3Y | -27.1% | -5.9% | -21.2% | -31.4% |
| All | -27.1% | -3.9% | -23.2% | -31.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling