+2,480.0%
SIMO vs BIDU
+1,108.5%
+1,371.6%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +0.1% | +8.6% | +8.6% |
| 7D | +0.9% | -0.8% | +1.8% | +1.2% |
| 30D | -25.4% | -5.4% | -20.0% | -24.2% |
| 3M | -17.8% | -24.7% | +7.0% | -11.2% |
| 6M | -29.6% | -45.3% | +15.7% | -16.9% |
| YTD | +100.3% | -39.0% | +139.3% | +126.3% |
| 1Y | +100.4% | -39.6% | +139.9% | +126.5% |
| 3Y | +246.1% | -24.7% | +270.8% | +252.8% |
| 5Y | +189.8% | -52.3% | +242.1% | +205.7% |
| 10Y | +434.6% | -51.1% | +485.7% | +404.4% |
| All | +2,480.0% | +1,108.5% | +1,371.6% | +1,098.7% |
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