+447.8%
SN vs BIDU
-49.7%
+497.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.7% | +2.2% | +2.7% |
| 7D | +1.5% | -4.6% | +6.1% | +2.3% |
| 30D | +21.5% | -4.5% | +26.1% | +22.4% |
| 3M | +20.0% | -25.4% | +45.4% | +24.9% |
| 6M | +119.9% | -48.1% | +168.0% | +141.4% |
| YTD | +102.3% | -40.2% | +142.5% | +114.1% |
| 1Y | +148.0% | -35.2% | +183.2% | +158.2% |
| 3Y | +450.0% | -27.1% | +477.1% | +427.0% |
| All | +447.8% | -49.7% | +497.5% | +485.6% |
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