-43.8%
BIDU vs SM
+119.2%
-163.0%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.1% | -0.6% |
| 7D | -2.4% | -0.2% | -2.2% | -2.5% |
| 30D | -16.0% | +20.3% | -36.2% | -18.2% |
| 3M | -24.0% | +22.9% | -46.9% | -26.7% |
| 6M | -24.9% | +47.8% | -72.7% | -30.6% |
| YTD | -29.6% | +107.5% | -137.0% | -39.0% |
| 1Y | -15.2% | +51.7% | -66.9% | -22.6% |
| 3Y | -32.2% | -0.9% | -31.3% | -35.7% |
| 5Y | -43.8% | +112.2% | -156.0% | -53.4% |
| All | -43.8% | +119.2% | -163.0% | -53.4% |
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