+44.4%
SITM vs BIDU
-34.6%
+79.0%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | +4.5% | -13.8% | -11.8% |
| 7D | -19.5% | +1.2% | -20.7% | -20.2% |
| 30D | -43.2% | -7.5% | -35.7% | -40.7% |
| 3M | -30.8% | -28.6% | -2.3% | -17.3% |
| 6M | -28.6% | -36.9% | +8.3% | -9.1% |
| YTD | +14.2% | -38.4% | +52.6% | +44.5% |
| 1Y | +44.4% | -35.7% | +80.0% | +79.1% |
| All | +44.4% | -34.6% | +79.0% | +79.1% |
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