+27.6%
SOLS vs BIDU
-24.9%
+52.5%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.6% | -1.1% | -2.4% |
| 7D | +0.3% | -5.2% | +5.5% | +1.1% |
| 30D | +0.9% | -14.5% | +15.4% | +3.2% |
| 3M | -20.7% | -22.9% | +2.2% | -17.6% |
| 6M | -17.7% | -27.8% | +10.1% | -14.1% |
| YTD | +27.1% | -30.7% | +57.8% | +31.8% |
| All | +27.6% | -24.9% | +52.5% | +30.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling