+2,537.9%
SNPS vs BIDU
+1,076.2%
+1,461.7%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.7% | +2.8% | +0.6% |
| 7D | +5.1% | -2.3% | +7.4% | +5.5% |
| 30D | -6.4% | -7.3% | +0.9% | -5.1% |
| 3M | +12.2% | -26.0% | +38.2% | +18.4% |
| 6M | -9.8% | -44.5% | +34.7% | 0.0% |
| YTD | -1.5% | -40.6% | +39.1% | +7.4% |
| 1Y | +16.0% | -39.8% | +55.8% | +25.9% |
| 3Y | -10.8% | -26.7% | +15.9% | -9.1% |
| 5Y | +33.3% | -54.5% | +87.8% | +41.4% |
| 10Y | +675.9% | -52.4% | +728.3% | +679.4% |
| All | +2,537.9% | +1,076.2% | +1,461.7% | +1,710.1% |
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 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