+398.8%
SN vs BIDU
-25.8%
+424.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +3.0% | -0.3% | +2.3% |
| 7D | +7.2% | +7.2% | 0.0% | +6.2% |
| 30D | +20.4% | -4.0% | +24.4% | +21.0% |
| 3M | +23.9% | -25.1% | +49.0% | +28.5% |
| 6M | +93.0% | -41.8% | +134.8% | +106.7% |
| YTD | +99.2% | -37.3% | +136.6% | +108.6% |
| 1Y | +142.6% | -35.6% | +178.2% | +152.3% |
| 3Y | +398.8% | -24.5% | +423.3% | +374.4% |
| All | +398.8% | -25.8% | +424.6% | +374.4% |
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