-48.1%
BIDU vs SM
+6.0%
-54.1%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.6% |
| 7D | -4.6% | +9.4% | -13.9% | -3.3% |
| 30D | -4.5% | -14.4% | +9.8% | -6.2% |
| 3M | -25.4% | +1.6% | -26.9% | -25.6% |
| 6M | -48.1% | +6.3% | -54.4% | -47.5% |
| All | -48.1% | +6.0% | -54.1% | -47.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling