+3.6%
SNOW vs BIDU
-42.3%
+45.9%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -1.0% |
| 7D | +8.4% | -2.4% | +10.8% | +9.1% |
| 30D | -1.0% | -16.0% | +15.0% | +4.6% |
| 3M | +38.3% | -24.0% | +62.3% | +50.6% |
| 6M | +81.3% | -24.9% | +106.2% | +95.5% |
| YTD | +51.1% | -29.6% | +80.7% | +65.4% |
| 1Y | +47.0% | -15.2% | +62.1% | +47.3% |
| 3Y | +99.7% | -32.2% | +131.9% | +109.6% |
| 5Y | +3.6% | -43.8% | +47.4% | +12.2% |
| All | +3.6% | -42.3% | +45.9% | +12.2% |
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