+323.8%
SN vs BIDU
-40.5%
+364.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -7.0% | +8.0% | +2.0% |
| 7D | +0.1% | -2.4% | +2.6% | +0.4% |
| 30D | -5.6% | -15.6% | +10.0% | -3.4% |
| 3M | +48.1% | -22.3% | +70.4% | +53.1% |
| 6M | +57.6% | -22.3% | +79.9% | +61.3% |
| YTD | +56.5% | -29.2% | +85.7% | +61.7% |
| 1Y | +52.6% | -14.8% | +67.4% | +51.2% |
| 3Y | +412.0% | -31.8% | +443.8% | +424.7% |
| All | +323.8% | -40.5% | +364.2% | +342.3% |
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