+33.8%
SOLS vs BIDU
-23.3%
+57.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -7.0% | +8.2% | +2.3% |
| 7D | +4.5% | -2.4% | +7.0% | +4.9% |
| 30D | +6.0% | -15.6% | +21.6% | +8.7% |
| 3M | -19.7% | -22.3% | +2.6% | -16.6% |
| 6M | -10.4% | -22.3% | +11.9% | -7.0% |
| YTD | +33.3% | -29.2% | +62.4% | +37.7% |
| All | +33.8% | -23.3% | +57.0% | +36.7% |
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