-29.6%
SIMO vs BIDU
-44.4%
+14.9%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +0.1% | +8.6% | +8.6% |
| 7D | +0.9% | -0.8% | +1.8% | +1.4% |
| 30D | -25.4% | -5.4% | -20.0% | -23.1% |
| 3M | -17.8% | -24.7% | +7.0% | -5.4% |
| 6M | -29.6% | -45.3% | +15.7% | -3.9% |
| All | -29.6% | -44.4% | +14.9% | -3.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling