+358.3%
SE vs BIDU
-71.1%
+429.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.7% | +3.4% | +2.0% |
| 7D | -1.5% | -2.3% | +0.9% | -0.4% |
| 30D | -22.3% | -7.3% | -15.0% | -19.5% |
| 3M | -41.8% | -26.0% | -15.9% | -33.5% |
| 6M | -22.4% | -44.5% | +22.1% | +0.5% |
| YTD | -41.6% | -40.6% | -1.0% | -28.2% |
| 1Y | -48.0% | -39.8% | -8.2% | -37.0% |
| 3Y | +63.9% | -26.7% | +90.6% | +63.3% |
| 5Y | -78.2% | -54.5% | -23.7% | -73.5% |
| All | +358.3% | -71.1% | +429.4% | +431.0% |
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