+335.4%
SAN vs BIDU
-49.1%
+384.6%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.2% | 0.0% |
| 7D | -2.8% | -5.2% | +2.4% | -1.7% |
| 30D | -0.5% | -14.5% | +13.9% | +2.7% |
| 3M | +22.7% | -22.9% | +45.6% | +29.3% |
| 6M | +28.8% | -27.8% | +56.6% | +37.1% |
| YTD | +26.3% | -30.7% | +56.9% | +35.1% |
| 1Y | +48.8% | -15.8% | +64.7% | +50.5% |
| 3Y | +347.2% | -33.2% | +380.4% | +362.4% |
| 5Y | +383.8% | -44.8% | +428.6% | +391.1% |
| All | +335.4% | -49.1% | +384.6% | +273.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BIDU.
Daily Out/Under-Performance
Portfolio return minus BIDU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIDU 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 BIDU 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