+32.1%
SNOW vs BIDU
-26.1%
+58.2%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -7.0% | +6.5% | +1.7% |
| 7D | +4.9% | -2.4% | +7.3% | +5.6% |
| 30D | +1.5% | -15.6% | +17.2% | +6.7% |
| 3M | +39.5% | -22.3% | +61.8% | +50.0% |
| 6M | +85.9% | -22.3% | +108.2% | +97.4% |
| YTD | +52.9% | -29.2% | +82.1% | +66.3% |
| 1Y | +48.1% | -14.8% | +62.9% | +48.7% |
| 3Y | +102.2% | -31.8% | +134.0% | +110.7% |
| 5Y | +5.5% | -43.1% | +48.6% | +9.3% |
| All | +32.1% | -26.1% | +58.2% | +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 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