+378.7%
SAN vs BIDU
-42.3%
+421.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -1.1% |
| 7D | -0.5% | -2.4% | +2.0% | -0.1% |
| 30D | -0.1% | -16.0% | +15.9% | +2.9% |
| 3M | +19.6% | -24.0% | +43.7% | +25.2% |
| 6M | +32.7% | -24.9% | +57.5% | +38.6% |
| YTD | +26.7% | -29.6% | +56.3% | +33.5% |
| 1Y | +51.6% | -15.2% | +66.8% | +53.2% |
| 3Y | +348.7% | -32.2% | +380.9% | +360.0% |
| 5Y | +378.7% | -43.8% | +422.5% | +394.5% |
| All | +378.7% | -42.3% | +421.0% | +394.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling