+1,421.9%
SPGI vs BIDU
+1,127.7%
+294.2%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.7% | +0.9% |
| 7D | -0.9% | +5.4% | -6.2% | -1.8% |
| 30D | +15.5% | -5.0% | +20.6% | +16.6% |
| 3M | +15.7% | -26.1% | +41.8% | +21.9% |
| 6M | +19.1% | -42.6% | +61.6% | +30.7% |
| YTD | -4.1% | -38.0% | +33.9% | +2.7% |
| 1Y | +1.2% | -35.7% | +36.9% | +7.2% |
| 3Y | +31.6% | -22.9% | +54.5% | +29.3% |
| 5Y | +12.4% | -49.9% | +62.3% | +13.0% |
| 10Y | +334.3% | -52.0% | +386.2% | +304.5% |
| All | +1,421.9% | +1,127.7% | +294.2% | +684.8% |
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