-4.9%
SHOP vs BIDU
-34.6%
+29.7%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +4.5% | +2.8% | +6.4% |
| 7D | -9.0% | +1.2% | -10.2% | -9.2% |
| 30D | -4.4% | -7.5% | +3.1% | -3.1% |
| 3M | +24.1% | -28.6% | +52.7% | +30.2% |
| 6M | +20.0% | -36.9% | +56.9% | +27.0% |
| YTD | -4.9% | -38.4% | +33.5% | +0.3% |
| 1Y | -4.9% | -35.7% | +30.7% | -1.2% |
| All | -4.9% | -34.6% | +29.7% | -1.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling