+241.3%
SAN vs BIDU
-27.9%
+269.1%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.7% | -0.1% | -2.3% |
| 7D | +1.0% | -2.3% | +3.3% | +1.4% |
| 30D | -9.4% | -7.3% | -2.1% | -8.2% |
| 3M | -17.1% | -26.0% | +8.8% | -12.9% |
| 6M | +2.2% | -44.5% | +46.7% | +12.5% |
| YTD | +6.0% | -40.6% | +46.6% | +14.6% |
| 1Y | +12.7% | -39.8% | +52.5% | +21.4% |
| All | +241.3% | -27.9% | +269.1% | +244.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling