+1,434.9%
SPGI vs BIDU
+1,108.5%
+326.4%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.4% |
| 7D | -1.4% | -0.8% | -0.5% | -1.2% |
| 30D | +15.3% | -5.4% | +20.7% | +16.4% |
| 3M | +16.5% | -24.7% | +41.2% | +22.3% |
| 6M | +19.8% | -45.3% | +65.1% | +32.7% |
| YTD | -3.2% | -39.0% | +35.7% | +3.9% |
| 1Y | +1.8% | -39.6% | +41.3% | +9.1% |
| 3Y | +30.6% | -24.7% | +55.3% | +28.9% |
| 5Y | +16.0% | -52.3% | +68.3% | +17.8% |
| 10Y | +338.6% | -51.1% | +389.6% | +306.7% |
| All | +1,434.9% | +1,108.5% | +326.4% | +693.8% |
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