+63.7%
SPG vs BIDU
-50.6%
+114.3%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.6% | -1.9% | -2.3% |
| 7D | -1.7% | -2.4% | +0.8% | -1.3% |
| 30D | -6.3% | -16.0% | +9.7% | -3.8% |
| 3M | -2.4% | -24.0% | +21.6% | +1.6% |
| 6M | +9.6% | -24.9% | +34.5% | +13.5% |
| YTD | +14.2% | -29.6% | +43.8% | +18.9% |
| 1Y | +19.3% | -15.2% | +34.5% | +18.6% |
| 3Y | +106.7% | -32.2% | +138.9% | +108.7% |
| 5Y | +104.2% | -43.8% | +148.0% | +101.1% |
| 10Y | +63.7% | -49.5% | +113.1% | +28.7% |
| All | +63.7% | -50.6% | +114.3% | +28.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling