+656.5%
SAP vs BIDU
+1,140.5%
-483.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +3.0% | -7.1% | -4.7% |
| 7D | -0.7% | +7.2% | -7.8% | -1.9% |
| 30D | +11.1% | -4.0% | +15.1% | +11.8% |
| 3M | +17.0% | -25.1% | +42.2% | +22.6% |
| 6M | +34.8% | -41.8% | +76.6% | +46.7% |
| YTD | -2.2% | -37.3% | +35.1% | +4.2% |
| 1Y | -6.4% | -35.6% | +29.1% | -1.1% |
| 3Y | +75.1% | -24.5% | +99.6% | +74.4% |
| 5Y | +69.8% | -48.3% | +118.1% | +71.7% |
| 10Y | +219.8% | -51.2% | +271.0% | +207.0% |
| All | +656.5% | +1,140.5% | -483.9% | +353.4% |
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 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