+657.5%
SAP vs BIDU
+1,107.7%
-450.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.6% | +0.1% | -1.3% |
| 7D | +1.5% | +3.6% | -2.1% | +0.8% |
| 30D | +8.8% | -6.6% | +15.4% | +10.0% |
| 3M | +12.1% | -27.2% | +39.3% | +18.0% |
| 6M | +34.6% | -43.5% | +78.1% | +47.2% |
| YTD | -2.1% | -39.0% | +36.9% | +4.8% |
| 1Y | -5.5% | -39.8% | +34.2% | +1.1% |
| 3Y | +67.4% | -24.8% | +92.2% | +66.8% |
| 5Y | +74.6% | -50.7% | +125.2% | +78.0% |
| 10Y | +224.0% | -51.2% | +275.3% | +211.0% |
| All | +657.5% | +1,107.7% | -450.2% | +356.1% |
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