+368.8%
SNXX vs BIDU
-42.6%
+411.4%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +0.9% | -8.0% | -7.8% |
| 7D | -12.0% | -8.1% | -3.9% | -5.7% |
| 30D | +37.9% | -12.8% | +50.8% | +56.5% |
| 3M | -52.7% | -21.3% | -31.4% | -39.8% |
| 6M | +194.8% | -27.0% | +221.8% | +280.3% |
| All | +368.8% | -42.6% | +411.4% | +461.1% |
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