+355.0%
SE vs BIDU
-70.3%
+425.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.1% | -3.7% | -3.7% |
| 7D | -7.7% | -0.8% | -6.9% | -7.4% |
| 30D | -22.8% | -5.4% | -17.4% | -20.8% |
| 3M | -43.7% | -24.7% | -19.0% | -36.1% |
| 6M | -12.8% | -45.3% | +32.5% | +13.4% |
| YTD | -42.0% | -39.0% | -3.0% | -29.6% |
| 1Y | -48.0% | -39.6% | -8.5% | -37.1% |
| 3Y | +62.7% | -24.7% | +87.4% | +60.1% |
| 5Y | -77.8% | -52.3% | -25.5% | -73.6% |
| All | +355.0% | -70.3% | +425.3% | +420.7% |
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