+19.0%
SPGI vs BIDU
-32.1%
+51.0%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -7.0% | +3.8% | -2.9% |
| 7D | -2.5% | -2.4% | 0.0% | -2.4% |
| 30D | +5.4% | -15.6% | +21.1% | +6.1% |
| 3M | +9.0% | -22.3% | +31.3% | +10.1% |
| 6M | +0.8% | -22.3% | +23.0% | +1.4% |
| YTD | -12.6% | -29.2% | +16.6% | -11.7% |
| 1Y | -16.1% | -14.8% | -1.3% | -16.9% |
| 3Y | +19.0% | -31.8% | +50.8% | +21.1% |
| All | +19.0% | -32.1% | +51.0% | +21.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling