+448.1%
SN vs BIDU
-48.7%
+496.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.6% | +0.3% | -1.1% |
| 7D | +7.6% | +3.6% | +4.0% | +7.0% |
| 30D | +22.4% | -6.6% | +29.0% | +23.6% |
| 3M | +21.7% | -27.2% | +48.9% | +27.1% |
| 6M | +102.8% | -43.5% | +146.3% | +119.2% |
| YTD | +102.4% | -39.0% | +141.4% | +113.6% |
| 1Y | +139.0% | -39.8% | +178.7% | +152.2% |
| 3Y | +440.4% | -24.8% | +465.2% | +414.3% |
| All | +448.1% | -48.7% | +496.8% | +484.1% |
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