+56.4%
SAP vs BIDU
-40.6%
+97.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.1% | -5.0% | -1.4% |
| 7D | -2.9% | +2.4% | -5.3% | -3.2% |
| 30D | +9.0% | -10.5% | +19.5% | +10.5% |
| 3M | +14.9% | -26.2% | +41.2% | +19.4% |
| 6M | +11.9% | -16.4% | +28.3% | +13.7% |
| YTD | -9.9% | -23.9% | +14.0% | -7.7% |
| 1Y | -19.5% | +1.3% | -20.8% | -21.7% |
| 3Y | +61.8% | -32.1% | +93.9% | +64.2% |
| All | +56.4% | -40.6% | +97.0% | +55.6% |
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 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