+53.3%
SGI vs BIDU
-33.9%
+87.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.6% | -1.4% | -1.8% |
| 7D | +0.6% | -2.4% | +3.1% | +0.9% |
| 30D | +5.5% | -16.0% | +21.5% | +7.8% |
| 3M | -3.6% | -24.0% | +20.4% | -0.4% |
| 6M | -15.0% | -24.9% | +9.8% | -12.5% |
| YTD | -23.0% | -29.6% | +6.5% | -20.5% |
| 1Y | -18.4% | -15.2% | -3.3% | -18.5% |
| All | +53.3% | -33.9% | +87.2% | +63.1% |
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