+711.7%
BIDU vs SPY
+817.3%
-105.5%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.4% | +4.5% | +4.5% |
| 7D | +2.4% | +0.1% | +2.3% | +2.3% |
| 30D | -10.5% | +0.1% | -10.5% | -10.4% |
| 3M | -26.2% | +2.0% | -28.2% | -27.7% |
| 6M | -16.4% | +13.0% | -29.4% | -27.2% |
| YTD | -23.9% | +13.5% | -37.4% | -34.0% |
| 1Y | +1.3% | +20.0% | -18.7% | -17.3% |
| 3Y | -32.1% | +77.2% | -109.3% | -65.8% |
| 5Y | -39.0% | +81.9% | -120.8% | -69.6% |
| 10Y | -44.0% | +314.1% | -358.1% | -90.0% |
| All | +711.7% | +817.3% | -105.5% | -44.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling