+282.9%
SPGI vs BIDU
-48.7%
+331.5%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | -0.1% |
| 7D | -7.4% | -8.1% | +0.7% | -6.3% |
| 30D | +0.4% | -12.8% | +13.2% | +2.1% |
| 3M | +5.3% | -21.3% | +26.5% | +8.4% |
| 6M | +1.7% | -27.0% | +28.6% | +5.2% |
| YTD | -16.4% | -30.0% | +13.7% | -13.3% |
| 1Y | -20.5% | -18.3% | -2.2% | -20.3% |
| 3Y | +14.2% | -33.8% | +48.1% | +15.8% |
| 5Y | +0.6% | -44.3% | +44.9% | -0.2% |
| All | +282.9% | -48.7% | +331.5% | +230.6% |
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