+165.5%
SITM vs BIDU
+1.5%
+164.1%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +4.1% | +2.5% | +4.7% |
| 7D | +9.7% | +2.4% | +7.3% | +8.6% |
| 30D | +12.7% | -10.5% | +23.2% | +18.1% |
| 3M | -13.4% | -26.2% | +12.8% | -1.4% |
| 6M | +59.6% | -16.4% | +76.0% | +72.4% |
| YTD | +73.3% | -23.9% | +97.2% | +92.5% |
| 1Y | +165.5% | +1.3% | +164.3% | +228.9% |
| All | +165.5% | +1.5% | +164.1% | +228.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling