-41.8%
SIRI vs BIDU
-44.1%
+2.3%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | 0.0% | +0.8% |
| 7D | +0.6% | -8.1% | +8.7% | +1.6% |
| 30D | +2.5% | -12.8% | +15.3% | +4.1% |
| 3M | +6.6% | -21.3% | +27.9% | +9.6% |
| 6M | +32.9% | -27.0% | +59.8% | +37.3% |
| YTD | +50.5% | -30.0% | +80.5% | +55.5% |
| 1Y | +28.0% | -18.3% | +46.2% | +28.2% |
| 3Y | -22.4% | -33.8% | +11.4% | -22.3% |
| All | -41.8% | -44.1% | +2.3% | -40.6% |
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