-11.6%
SNPS vs BIDU
-25.9%
+14.3%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | -0.2% | -0.8% | +0.7% | 0.0% |
| 30D | -8.0% | -5.4% | -2.7% | -6.9% |
| 3M | +12.5% | -24.7% | +37.2% | +19.4% |
| 6M | -10.5% | -45.3% | +34.8% | +1.5% |
| YTD | -1.6% | -39.0% | +37.3% | +8.3% |
| 1Y | +16.8% | -39.6% | +56.4% | +28.4% |
| All | -11.6% | -25.9% | +14.3% | -11.1% |
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