+3,488.1%
SIMO vs BIDU
+1,407.1%
+2,081.0%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +4.1% | +4.6% | +7.6% |
| 7D | +4.2% | +2.4% | +1.8% | +3.6% |
| 30D | +4.1% | -10.5% | +14.6% | +7.2% |
| 3M | -12.9% | -26.2% | +13.3% | -5.1% |
| 6M | +110.3% | -16.4% | +126.7% | +119.2% |
| YTD | +178.6% | -23.9% | +202.4% | +196.3% |
| 1Y | +220.0% | +1.3% | +218.7% | +211.6% |
| 3Y | +409.0% | -32.1% | +441.1% | +434.4% |
| 5Y | +277.3% | -39.0% | +316.3% | +270.0% |
| 10Y | +506.6% | -44.0% | +550.7% | +451.4% |
| All | +3,488.1% | +1,407.1% | +2,081.0% | +1,469.2% |
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