-46.2%
SE vs BIDU
-38.7%
-7.5%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.5% | +0.9% |
| 7D | -0.5% | -4.6% | +4.1% | +0.8% |
| 30D | -20.9% | -4.5% | -16.4% | -19.9% |
| 3M | -38.9% | -25.4% | -13.5% | -34.3% |
| 6M | -19.4% | -48.1% | +28.7% | -4.6% |
| YTD | -40.9% | -40.2% | -0.7% | -34.7% |
| 1Y | -46.2% | -35.2% | -11.0% | -41.9% |
| All | -46.2% | -38.7% | -7.5% | -41.9% |
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