+645.9%
BIDU vs SNY
+125.4%
+520.5%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.8% | +0.8% |
| 7D | -8.1% | -3.3% | -4.8% | -6.6% |
| 30D | -12.8% | -2.2% | -10.7% | -12.0% |
| 3M | -21.3% | -3.0% | -18.2% | -20.6% |
| 6M | -27.0% | +2.7% | -29.7% | -28.6% |
| YTD | -30.0% | -6.8% | -23.2% | -28.6% |
| 1Y | -18.3% | -5.3% | -13.0% | -17.6% |
| 3Y | -33.8% | -9.8% | -24.1% | -34.2% |
| 5Y | -44.3% | +9.7% | -54.0% | -51.4% |
| 10Y | -49.8% | +64.5% | -114.3% | -67.0% |
| All | +645.9% | +125.4% | +520.5% | +224.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 all: compounded portfolio wealth divided by compounded SNY 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…
all analysis · Full analysis span regression · 6 months rolling