+176.2%
SAP vs BIDU
-51.1%
+227.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -7.0% | +5.3% | -0.5% |
| 7D | -0.3% | -2.4% | +2.2% | +0.1% |
| 30D | +2.6% | -15.6% | +18.2% | +5.4% |
| 3M | +16.3% | -22.3% | +38.5% | +21.0% |
| 6M | +6.4% | -22.3% | +28.6% | +10.0% |
| YTD | -11.4% | -29.2% | +17.7% | -7.5% |
| 1Y | -20.4% | -14.8% | -5.6% | -20.4% |
| 3Y | +56.5% | -31.8% | +88.3% | +58.8% |
| 5Y | +56.8% | -43.1% | +99.9% | +55.8% |
| 10Y | +176.2% | -50.6% | +226.8% | +145.5% |
| All | +176.2% | -51.1% | +227.2% | +145.5% |
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 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