+145.8%
SITM vs BIDU
-16.8%
+162.7%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.9% | +4.6% | +5.1% |
| 7D | +3.9% | -8.1% | +12.0% | +7.7% |
| 30D | -6.6% | -12.8% | +6.2% | -0.8% |
| 3M | -11.9% | -21.3% | +9.4% | -2.2% |
| 6M | +81.1% | -27.0% | +108.1% | +105.8% |
| YTD | +80.0% | -30.0% | +110.0% | +107.0% |
| 1Y | +145.8% | -18.3% | +164.1% | +195.2% |
| All | +145.8% | -16.8% | +162.7% | +195.2% |
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 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