-12.4%
SOUN vs BIDU
-22.9%
+10.5%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -7.0% | +4.4% | -0.2% |
| 7D | -4.1% | -2.4% | -1.7% | -3.4% |
| 30D | -18.1% | -15.6% | -2.4% | -13.7% |
| 3M | -12.3% | -22.3% | +10.0% | -5.3% |
| 6M | -18.6% | -22.3% | +3.7% | -12.2% |
| YTD | -34.1% | -29.2% | -4.9% | -27.0% |
| 1Y | -57.0% | -14.8% | -42.2% | -55.4% |
| 3Y | +185.7% | -31.8% | +217.4% | +193.5% |
| All | -12.4% | -22.9% | +10.5% | -21.2% |
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