+217.5%
SAN vs BIDU
+1,076.2%
-858.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.7% | -0.1% | -2.1% |
| 7D | +1.0% | -2.3% | +3.3% | +1.6% |
| 30D | -9.4% | -7.3% | -2.1% | -7.7% |
| 3M | -17.1% | -26.0% | +8.8% | -10.9% |
| 6M | +2.2% | -44.5% | +46.7% | +17.3% |
| YTD | +6.0% | -40.6% | +46.6% | +18.8% |
| 1Y | +12.7% | -39.8% | +52.5% | +25.4% |
| 3Y | +242.1% | -26.7% | +268.9% | +245.7% |
| 5Y | +293.6% | -54.5% | +348.1% | +316.5% |
| 10Y | +266.1% | -52.4% | +318.4% | +248.4% |
| All | +217.5% | +1,076.2% | -858.7% | +52.8% |
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