+71.2%
SAP vs BIDU
-49.0%
+120.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +3.0% | -7.1% | -4.5% |
| 7D | -0.7% | +7.2% | -7.8% | -1.6% |
| 30D | +11.1% | -4.0% | +15.1% | +11.7% |
| 3M | +17.0% | -25.1% | +42.2% | +21.4% |
| 6M | +34.8% | -41.8% | +76.6% | +44.2% |
| YTD | -2.2% | -37.3% | +35.1% | +2.7% |
| 1Y | -6.4% | -35.6% | +29.1% | -2.4% |
| 3Y | +75.1% | -24.5% | +99.6% | +73.4% |
| All | +71.2% | -49.0% | +120.2% | +75.4% |
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