+51.5%
SGI vs BIDU
-42.3%
+93.7%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.6% | -1.4% | -1.8% |
| 7D | +0.6% | -2.4% | +3.1% | +1.0% |
| 30D | +5.5% | -16.0% | +21.5% | +9.0% |
| 3M | -3.6% | -24.0% | +20.4% | +1.3% |
| 6M | -15.0% | -24.9% | +9.8% | -11.0% |
| YTD | -23.0% | -29.6% | +6.5% | -18.9% |
| 1Y | -18.4% | -15.2% | -3.3% | -18.4% |
| 3Y | +57.8% | -32.2% | +89.9% | +61.4% |
| 5Y | +51.5% | -43.8% | +95.2% | +55.6% |
| All | +51.5% | -42.3% | +93.7% | +55.6% |
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