-43.9%
BIDU vs SPY
+80.9%
-124.8%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | 0.0% |
| 7D | -2.4% | -0.4% | -2.1% | -2.0% |
| 30D | -16.0% | -1.4% | -14.6% | -14.4% |
| 3M | -24.0% | +3.7% | -27.7% | -27.1% |
| 6M | -24.9% | +13.0% | -37.9% | -34.5% |
| YTD | -29.6% | +12.4% | -42.0% | -38.1% |
| 1Y | -15.2% | +18.5% | -33.7% | -29.5% |
| 3Y | -32.2% | +77.6% | -109.8% | -66.8% |
| All | -43.9% | +80.9% | -124.8% | -73.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling