+112.8%
SHOP vs BIDU
-32.1%
+144.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -7.0% | -0.6% | -5.9% |
| 7D | -4.1% | -2.4% | -1.7% | -3.4% |
| 30D | -11.5% | -15.6% | +4.1% | -8.0% |
| 3M | +21.1% | -22.3% | +43.3% | +28.0% |
| 6M | +3.0% | -22.3% | +25.3% | +7.5% |
| YTD | -16.7% | -29.2% | +12.5% | -11.5% |
| 1Y | -8.3% | -14.8% | +6.5% | -8.4% |
| 3Y | +112.8% | -31.8% | +144.6% | +130.9% |
| All | +112.8% | -32.1% | +144.9% | +130.9% |
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