+35.8%
SNPS vs BIDU
-51.6%
+87.4%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +19.5% |
| 6M | -10.5% | -45.3% | +34.8% | +1.8% |
| YTD | -1.6% | -39.0% | +37.3% | +8.5% |
| 1Y | +16.8% | -39.6% | +56.4% | +28.7% |
| 3Y | -10.9% | -24.7% | +13.8% | -9.8% |
| 5Y | +35.8% | -52.3% | +88.1% | +46.4% |
| All | +35.8% | -51.6% | +87.4% | +46.4% |
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