+303.6%
SIMO vs BIDU
-44.5%
+348.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -7.0% | +13.1% | +7.5% |
| 7D | +14.6% | -2.4% | +17.0% | +15.0% |
| 30D | +6.2% | -15.6% | +21.8% | +9.7% |
| 3M | +3.6% | -22.3% | +25.8% | +8.6% |
| 6M | +130.8% | -22.3% | +153.0% | +141.0% |
| YTD | +195.8% | -29.2% | +224.9% | +213.2% |
| 1Y | +225.0% | -14.8% | +239.8% | +231.6% |
| 3Y | +452.3% | -31.8% | +484.1% | +468.6% |
| 5Y | +303.6% | -43.1% | +346.7% | +313.3% |
| All | +303.6% | -44.5% | +348.1% | +313.3% |
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