+334.0%
SPGI vs BIDU
-52.8%
+386.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.1% | +0.7% |
| 7D | +1.6% | +3.6% | -2.0% | +1.1% |
| 30D | +16.1% | -6.6% | +22.7% | +17.1% |
| 3M | +15.5% | -27.2% | +42.7% | +20.3% |
| 6M | +19.6% | -43.5% | +63.1% | +28.7% |
| YTD | -3.6% | -39.0% | +35.4% | +1.7% |
| 1Y | +2.2% | -39.8% | +42.0% | +7.8% |
| 3Y | +30.1% | -24.8% | +54.9% | +28.3% |
| 5Y | +14.9% | -50.7% | +65.6% | +16.2% |
| 10Y | +334.0% | -51.2% | +385.2% | +266.2% |
| All | +334.0% | -52.8% | +386.8% | +266.2% |
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 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