+156.7%
SIMO vs BIDU
-48.7%
+205.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.0% | +1.1% | +3.5% |
| 7D | -22.0% | +7.2% | -29.2% | -23.1% |
| 30D | -43.0% | -4.0% | -39.0% | -42.5% |
| 3M | -39.1% | -25.1% | -14.0% | -35.6% |
| 6M | -33.3% | -41.8% | +8.5% | -25.9% |
| YTD | +77.0% | -37.3% | +114.3% | +92.3% |
| 1Y | +73.0% | -35.6% | +108.6% | +86.6% |
| 3Y | +215.7% | -24.5% | +240.2% | +222.1% |
| All | +156.7% | -48.7% | +205.4% | +167.8% |
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