+8,552.4%
SHOP vs BIDU
-59.7%
+8,612.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.4% | -0.1% |
| 7D | -1.2% | -4.6% | +3.3% | +0.8% |
| 30D | -14.7% | -4.5% | -10.2% | -12.8% |
| 3M | -7.2% | -25.4% | +18.1% | +4.9% |
| 6M | +54.2% | -48.1% | +102.3% | +100.9% |
| YTD | -8.6% | -40.2% | +31.6% | +9.1% |
| 1Y | +0.5% | -35.2% | +35.7% | +15.0% |
| 3Y | +135.9% | -27.1% | +163.1% | +136.7% |
| 5Y | -11.9% | -54.2% | +42.3% | +5.0% |
| 10Y | +3,608.8% | -52.0% | +3,660.8% | +3,917.0% |
| All | +8,552.4% | -59.7% | +8,612.1% | +9,814.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling