+174.0%
SITM vs BIDU
-45.6%
+219.6%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.6% | +3.7% | +2.8% |
| 7D | +4.8% | -5.2% | +10.1% | +7.5% |
| 30D | -9.7% | -14.5% | +4.8% | -3.0% |
| 3M | -9.3% | -22.9% | +13.6% | +2.3% |
| 6M | +69.5% | -27.8% | +97.3% | +96.4% |
| YTD | +70.5% | -30.7% | +101.2% | +99.8% |
| 1Y | +145.3% | -15.8% | +161.1% | +156.4% |
| 3Y | +432.8% | -33.2% | +466.0% | +491.4% |
| 5Y | +174.0% | -44.8% | +218.8% | +202.1% |
| All | +174.0% | -45.6% | +219.6% | +202.1% |
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 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