+109.5%
SPG vs BIDU
-51.7%
+161.2%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.7% | +2.2% | 0.0% |
| 7D | +3.1% | -2.3% | +5.4% | +3.5% |
| 30D | +16.4% | -7.3% | +23.7% | +17.8% |
| 3M | +7.1% | -26.0% | +33.0% | +12.2% |
| 6M | +16.1% | -44.5% | +60.6% | +27.0% |
| YTD | +30.4% | -40.6% | +71.0% | +39.6% |
| 1Y | +33.0% | -39.8% | +72.8% | +41.5% |
| 3Y | +134.6% | -26.7% | +161.4% | +131.4% |
| 5Y | +84.9% | -54.5% | +139.4% | +90.3% |
| All | +109.5% | -51.7% | +161.2% | +65.4% |
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