+2,993.7%
SHOP vs BIDU
-48.7%
+3,042.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.9% | +0.8% | +1.3% |
| 7D | -11.2% | -8.1% | -3.1% | -7.8% |
| 30D | -14.4% | -12.8% | -1.6% | -9.5% |
| 3M | +16.6% | -21.3% | +37.9% | +27.5% |
| 6M | -0.6% | -27.0% | +26.4% | +10.6% |
| YTD | -20.0% | -30.0% | +10.1% | -10.8% |
| 1Y | -11.2% | -18.3% | +7.1% | -9.5% |
| 3Y | +99.5% | -33.8% | +133.3% | +111.5% |
| 5Y | -13.2% | -44.3% | +31.1% | -5.1% |
| All | +2,993.7% | -48.7% | +3,042.4% | +3,170.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling