+1.5%
SMR vs BIDU
-43.7%
+45.2%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.6% | -4.0% | -5.1% |
| 7D | +4.7% | -5.2% | +9.9% | +5.8% |
| 30D | +3.2% | -14.5% | +17.7% | +7.4% |
| 3M | +9.9% | -22.9% | +32.8% | +17.4% |
| 6M | -15.1% | -27.8% | +12.7% | -7.2% |
| YTD | -27.9% | -30.7% | +2.7% | -20.0% |
| 1Y | -70.2% | -15.8% | -54.4% | -68.2% |
| 3Y | +72.5% | -33.2% | +105.7% | +84.4% |
| All | +1.5% | -43.7% | +45.2% | +7.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling