-14.4%
SMR vs BIDU
-43.2%
+28.8%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +0.9% | -16.6% | -15.9% |
| 7D | -11.2% | -8.1% | -3.1% | -9.5% |
| 30D | -10.2% | -12.8% | +2.6% | -7.2% |
| 3M | -10.0% | -21.3% | +11.3% | -4.5% |
| 6M | -30.5% | -27.0% | -3.5% | -24.2% |
| YTD | -39.2% | -30.0% | -9.2% | -32.8% |
| 1Y | -75.5% | -18.3% | -57.3% | -73.8% |
| 3Y | +45.4% | -33.8% | +79.3% | +55.3% |
| All | -14.4% | -43.2% | +28.8% | -9.3% |
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