+407.5%
SIMO vs BIDU
-52.8%
+460.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.6% | -0.1% | -1.4% |
| 7D | -16.0% | +3.6% | -19.6% | -16.8% |
| 30D | -35.8% | -6.6% | -29.2% | -34.7% |
| 3M | -26.5% | -27.2% | +0.7% | -20.9% |
| 6M | -33.0% | -43.5% | +10.5% | -23.5% |
| YTD | +84.3% | -39.0% | +123.3% | +104.6% |
| 1Y | +82.0% | -39.8% | +121.7% | +102.2% |
| 3Y | +218.5% | -24.8% | +243.2% | +225.0% |
| 5Y | +175.0% | -50.7% | +225.7% | +189.0% |
| 10Y | +407.5% | -51.2% | +458.7% | +343.4% |
| All | +407.5% | -52.8% | +460.3% | +343.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling