+4,507.3%
SITM vs BIDU
-19.2%
+4,526.5%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -7.0% | +4.8% | +1.2% |
| 7D | +8.4% | -2.4% | +10.8% | +9.6% |
| 30D | -17.4% | -15.6% | -1.8% | -10.6% |
| 3M | -9.8% | -22.3% | +12.5% | +1.5% |
| 6M | +83.0% | -22.3% | +105.2% | +105.2% |
| YTD | +69.6% | -29.2% | +98.8% | +97.1% |
| 1Y | +144.9% | -14.8% | +159.7% | +154.9% |
| 3Y | +429.9% | -31.8% | +461.6% | +485.5% |
| 5Y | +169.2% | -43.1% | +212.3% | +195.4% |
| All | +4,507.3% | -19.2% | +4,526.5% | +3,698.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling