-50.4%
BIDU vs SPY
+322.5%
-372.8%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | 0.0% | 0.0% |
| 7D | -8.1% | -0.8% | -7.3% | -7.3% |
| 30D | -12.8% | -1.1% | -11.8% | -11.7% |
| 3M | -21.3% | +3.9% | -25.1% | -24.3% |
| 6M | -27.0% | +13.6% | -40.6% | -35.8% |
| YTD | -30.0% | +12.7% | -42.7% | -37.9% |
| 1Y | -18.3% | +17.5% | -35.8% | -30.3% |
| 3Y | -33.8% | +76.9% | -110.7% | -64.2% |
| 5Y | -44.3% | +83.6% | -127.9% | -70.5% |
| All | -50.4% | +322.5% | -372.8% | -88.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 10y: compounded portfolio wealth divided by compounded SPY 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…
10y analysis · Full analysis span regression · 6 months rolling