-12.1%
SHOP vs BIDU
-53.5%
+41.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.7% | +1.0% | -0.5% |
| 7D | +2.1% | -2.3% | +4.4% | +3.2% |
| 30D | -16.8% | -7.3% | -9.6% | -13.9% |
| 3M | -2.4% | -26.0% | +23.5% | +10.7% |
| 6M | +47.0% | -44.5% | +91.5% | +85.7% |
| YTD | -8.8% | -40.6% | +31.8% | +9.1% |
| 1Y | -6.3% | -39.8% | +33.5% | +10.7% |
| 3Y | +139.3% | -26.7% | +166.0% | +135.2% |
| 5Y | -12.1% | -54.5% | +42.4% | +7.9% |
| All | -12.1% | -53.5% | +41.4% | +7.9% |
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 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