+45.4%
SMR vs BIDU
-34.3%
+79.8%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +0.9% | -16.6% | -16.1% |
| 7D | -11.2% | -8.1% | -3.1% | -8.1% |
| 30D | -10.2% | -12.8% | +2.6% | -4.8% |
| 3M | -10.0% | -21.3% | +11.3% | +0.1% |
| 6M | -30.5% | -27.0% | -3.5% | -19.1% |
| YTD | -39.2% | -30.0% | -9.2% | -27.3% |
| 1Y | -75.5% | -18.3% | -57.3% | -72.7% |
| 3Y | +45.4% | -33.8% | +79.3% | +111.9% |
| All | +45.4% | -34.3% | +79.8% | +111.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling