-10.8%
SHOP vs BIDU
-17.0%
+6.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.6% | -4.9% | -5.3% |
| 7D | -10.6% | -2.4% | -8.2% | -10.1% |
| 30D | -18.3% | -16.0% | -2.3% | -15.9% |
| 3M | +14.8% | -24.0% | +38.8% | +20.3% |
| 6M | -5.0% | -24.9% | +19.8% | -2.3% |
| YTD | -21.2% | -29.6% | +8.3% | -17.9% |
| All | -10.8% | -17.0% | +6.2% | -10.0% |
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