+1,332.8%
SPGI vs BIDU
+1,407.1%
-74.3%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +4.1% | -5.6% | -2.3% |
| 7D | +0.1% | +2.4% | -2.3% | -0.3% |
| 30D | +8.4% | -10.5% | +18.9% | +10.3% |
| 3M | +11.8% | -26.2% | +38.0% | +17.6% |
| 6M | +5.7% | -16.4% | +22.1% | +7.8% |
| YTD | -9.7% | -23.9% | +14.2% | -6.8% |
| 1Y | -12.5% | +1.3% | -13.7% | -15.6% |
| 3Y | +21.8% | -32.1% | +53.9% | +23.3% |
| 5Y | +8.2% | -39.0% | +47.1% | +4.5% |
| 10Y | +309.5% | -44.0% | +353.6% | +271.5% |
| All | +1,332.8% | +1,407.1% | -74.3% | +612.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling