+67.2%
SGI vs BIDU
-27.4%
+94.6%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.4% | +0.1% |
| 7D | -5.3% | -4.6% | -0.8% | -4.7% |
| 30D | -2.1% | -4.5% | +2.5% | -1.5% |
| 3M | -8.2% | -25.4% | +17.2% | -4.9% |
| 6M | -4.6% | -48.1% | +43.5% | +3.2% |
| YTD | -31.5% | -40.2% | +8.7% | -27.9% |
| 1Y | -30.8% | -35.2% | +4.4% | -28.0% |
| 3Y | +67.2% | -27.1% | +94.3% | +68.8% |
| All | +67.2% | -27.4% | +94.6% | +68.8% |
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