+17.9%
SNPS vs BIDU
-42.3%
+60.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.4% |
| 7D | -5.5% | -2.4% | -3.0% | -5.1% |
| 30D | -4.5% | -16.0% | +11.5% | -1.0% |
| 3M | -15.5% | -24.0% | +8.5% | -10.5% |
| 6M | -10.1% | -24.9% | +14.8% | -5.1% |
| YTD | -16.3% | -29.6% | +13.3% | -10.6% |
| 1Y | -34.9% | -15.2% | -19.8% | -33.8% |
| 3Y | -14.4% | -32.2% | +17.8% | -11.3% |
| 5Y | +17.9% | -43.8% | +61.7% | +19.9% |
| All | +17.9% | -42.3% | +60.2% | +19.9% |
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