+2,145.4%
SNPS vs BIDU
+1,407.1%
+738.3%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +4.1% | -9.5% | -6.2% |
| 7D | -11.0% | +2.4% | -13.4% | -11.5% |
| 30D | -1.7% | -10.5% | +8.7% | +0.1% |
| 3M | -20.4% | -26.2% | +5.9% | -15.9% |
| 6M | -8.6% | -16.4% | +7.8% | -6.2% |
| YTD | -16.2% | -23.9% | +7.7% | -12.6% |
| 1Y | -34.6% | +1.3% | -35.9% | -35.7% |
| 3Y | -14.5% | -32.1% | +17.6% | -11.8% |
| 5Y | +17.0% | -39.0% | +56.0% | +17.3% |
| 10Y | +560.0% | -44.0% | +604.1% | +541.3% |
| All | +2,145.4% | +1,407.1% | +738.3% | +1,372.7% |
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