+162.0%
SO vs BIDU
-50.6%
+212.6%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.2% | -0.7% |
| 7D | 0.0% | -2.4% | +2.5% | +0.1% |
| 30D | -2.5% | -16.0% | +13.5% | -2.2% |
| 3M | -4.2% | -24.0% | +19.8% | -3.7% |
| 6M | -7.7% | -24.9% | +17.2% | -7.2% |
| YTD | +3.8% | -29.6% | +33.4% | +4.3% |
| 1Y | +0.1% | -15.2% | +15.2% | -0.2% |
| 3Y | +44.2% | -32.2% | +76.4% | +44.2% |
| 5Y | +57.9% | -43.8% | +101.6% | +57.2% |
| 10Y | +162.0% | -49.5% | +211.4% | +133.8% |
| All | +162.0% | -50.6% | +212.6% | +133.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling