+590.1%
SO vs BIDU
+1,107.7%
-517.6%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | +0.2% |
| 7D | -0.1% | +3.6% | -3.7% | -0.3% |
| 30D | +8.7% | -6.6% | +15.3% | +9.0% |
| 3M | +3.4% | -27.2% | +30.6% | +4.7% |
| 6M | +3.7% | -43.5% | +47.2% | +6.0% |
| YTD | +10.0% | -39.0% | +49.0% | +11.9% |
| 1Y | +6.6% | -39.8% | +46.4% | +8.3% |
| 3Y | +52.5% | -24.8% | +77.3% | +51.9% |
| 5Y | +76.1% | -50.7% | +126.7% | +76.0% |
| 10Y | +194.9% | -51.2% | +246.1% | +185.8% |
| All | +590.1% | +1,107.7% | -517.6% | +445.5% |
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