+51.9%
SN vs BIDU
-15.1%
+67.0%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -7.0% | +8.0% | +1.6% |
| 7D | +0.1% | -2.4% | +2.6% | +0.3% |
| 30D | -5.6% | -15.6% | +10.0% | -4.3% |
| 3M | +48.1% | -22.3% | +70.4% | +51.2% |
| 6M | +57.6% | -22.3% | +79.9% | +58.3% |
| YTD | +56.5% | -29.2% | +85.7% | +57.5% |
| All | +51.9% | -15.1% | +67.0% | +51.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling