-45.9%
SE vs BIDU
-16.8%
-29.1%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.9% | -2.2% | -1.6% |
| 7D | -5.2% | -8.1% | +2.9% | -3.4% |
| 30D | -17.1% | -12.8% | -4.3% | -14.6% |
| 3M | +24.0% | -21.3% | +45.3% | +30.5% |
| 6M | +21.0% | -27.0% | +47.9% | +27.8% |
| YTD | -16.7% | -30.0% | +13.3% | -11.6% |
| 1Y | -45.9% | -18.3% | -27.7% | -44.3% |
| All | -45.9% | -16.8% | -29.1% | -44.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling