+86.5%
SPG vs BIDU
-50.7%
+137.3%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.6% | +2.3% | +0.8% |
| 7D | +5.6% | +3.6% | +2.0% | +5.2% |
| 30D | +17.6% | -6.6% | +24.2% | +18.3% |
| 3M | +7.5% | -27.2% | +34.7% | +10.6% |
| 6M | +18.5% | -43.5% | +62.0% | +24.7% |
| YTD | +30.9% | -39.0% | +69.9% | +35.8% |
| 1Y | +34.1% | -39.8% | +73.9% | +39.1% |
| 3Y | +135.5% | -24.8% | +160.3% | +131.7% |
| 5Y | +86.5% | -50.7% | +137.2% | +86.0% |
| All | +86.5% | -50.7% | +137.3% | +86.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling