-64.9%
SE vs BIDU
-41.9%
-22.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -7.0% | +8.1% | +4.5% |
| 7D | +0.6% | -2.4% | +3.0% | +1.5% |
| 30D | -0.1% | -15.6% | +15.6% | +7.6% |
| 3M | +34.1% | -22.3% | +56.4% | +49.7% |
| 6M | +23.2% | -22.3% | +45.5% | +35.1% |
| YTD | -11.2% | -29.2% | +18.0% | +0.9% |
| 1Y | -40.5% | -14.8% | -25.7% | -40.6% |
| 3Y | +196.3% | -31.8% | +228.1% | +211.5% |
| All | -64.9% | -41.9% | -22.9% | -61.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling