+68.9%
SE vs BIDU
-23.6%
+92.5%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.6% | +0.1% | -1.1% |
| 7D | 0.0% | +3.6% | -3.5% | -0.9% |
| 30D | -19.4% | -6.6% | -12.8% | -17.9% |
| 3M | -33.1% | -27.2% | -5.9% | -27.8% |
| 6M | -11.4% | -43.5% | +32.0% | +1.5% |
| YTD | -39.8% | -39.0% | -0.8% | -33.0% |
| 1Y | -50.5% | -39.8% | -10.7% | -44.9% |
| 3Y | +68.9% | -24.8% | +93.6% | +74.3% |
| All | +68.9% | -23.6% | +92.5% | +74.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling