-77.7%
SNAP vs BIDU
-43.3%
-34.4%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +4.1% | -8.1% | -5.7% |
| 7D | +0.7% | +2.4% | -1.7% | -0.4% |
| 30D | +2.6% | -10.5% | +13.1% | +6.6% |
| 3M | -9.9% | -26.2% | +16.3% | +1.0% |
| 6M | +1.9% | -16.4% | +18.3% | +7.5% |
| YTD | -32.2% | -23.9% | -8.3% | -26.5% |
| 1Y | -22.8% | +1.3% | -24.1% | -26.5% |
| 3Y | -47.6% | -32.1% | -15.5% | -43.6% |
| 5Y | -92.7% | -39.0% | -53.7% | -92.2% |
| All | -77.7% | -43.3% | -34.4% | -75.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling