-53.7%
BIDU vs SM
+5.5%
-59.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.7% |
| 7D | -4.6% | +9.4% | -13.9% | -5.7% |
| 30D | -4.5% | -14.4% | +9.8% | -3.1% |
| 3M | -25.4% | +1.6% | -26.9% | -26.3% |
| 6M | -48.1% | +6.3% | -54.4% | -49.4% |
| YTD | -40.2% | +78.8% | -119.0% | -47.9% |
| 1Y | -35.2% | +83.1% | -118.4% | -43.9% |
| 3Y | -27.1% | -5.9% | -21.2% | -31.2% |
| All | -53.7% | +5.5% | -59.2% | -57.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling