+286.0%
SAN vs BIDU
+1,407.1%
-1,121.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.1% | -4.9% | -1.8% |
| 7D | +1.8% | +2.4% | -0.6% | +1.1% |
| 30D | +2.0% | -10.5% | +12.5% | +4.6% |
| 3M | +19.7% | -26.2% | +45.9% | +28.3% |
| 6M | +30.6% | -16.4% | +47.0% | +35.0% |
| YTD | +28.8% | -23.9% | +52.7% | +35.8% |
| 1Y | +57.8% | +1.3% | +56.5% | +52.4% |
| 3Y | +338.1% | -32.1% | +370.2% | +352.2% |
| 5Y | +384.2% | -39.0% | +423.2% | +374.3% |
| 10Y | +353.2% | -44.0% | +397.2% | +314.9% |
| All | +286.0% | +1,407.1% | -1,121.2% | +74.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling