+196.4%
SO vs BIDU
-51.3%
+247.8%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.7% | +0.6% | +1.2% |
| 7D | +1.4% | -4.6% | +5.9% | +1.4% |
| 30D | +4.7% | -4.5% | +9.3% | +4.8% |
| 3M | +1.7% | -25.4% | +27.0% | +2.2% |
| 6M | +2.2% | -48.1% | +50.2% | +3.3% |
| YTD | +10.0% | -40.2% | +50.2% | +10.8% |
| 1Y | +6.0% | -35.2% | +41.3% | +6.6% |
| 3Y | +54.1% | -27.1% | +81.2% | +53.4% |
| 5Y | +79.6% | -54.2% | +133.8% | +79.8% |
| All | +196.4% | -51.3% | +247.8% | +163.0% |
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