+30.9%
SPG vs BIDU
-34.6%
+65.6%
-15.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +4.5% | -1.6% | +3.0% |
| 7D | +8.2% | +1.2% | +7.0% | +8.2% |
| 30D | +13.5% | -7.5% | +21.0% | +13.2% |
| 3M | +2.2% | -28.6% | +30.8% | +1.3% |
| 6M | +15.9% | -36.9% | +52.8% | +14.3% |
| YTD | +27.6% | -38.4% | +66.0% | +25.5% |
| 1Y | +30.9% | -35.7% | +66.6% | +29.0% |
| All | +30.9% | -34.6% | +65.6% | +29.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling