+8,434.7%
SHOP vs BIDU
-48.7%
+8,483.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.1% | -4.6% | -2.3% |
| 7D | -5.1% | +2.4% | -7.5% | -6.1% |
| 30D | +0.6% | -10.5% | +11.1% | +4.9% |
| 3M | +25.0% | -26.2% | +51.2% | +40.3% |
| 6M | +11.9% | -16.4% | +28.3% | +17.1% |
| YTD | -9.9% | -23.9% | +14.0% | -3.2% |
| 1Y | 0.0% | +1.3% | -1.3% | -7.6% |
| 3Y | +117.5% | -32.1% | +149.6% | +128.6% |
| 5Y | -6.6% | -39.0% | +32.3% | -1.9% |
| 10Y | +3,320.3% | -44.0% | +3,364.4% | +3,337.6% |
| All | +8,434.7% | -48.7% | +8,483.4% | +8,694.1% |
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