+155.8%
SPMO vs BIDU
-34.9%
+190.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.6% | -0.3% | -1.6% |
| 7D | +0.1% | -5.2% | +5.3% | +0.8% |
| 30D | -0.7% | -14.5% | +13.8% | +1.5% |
| 3M | +2.8% | -22.9% | +25.7% | +6.6% |
| 6M | +24.4% | -27.8% | +52.2% | +29.7% |
| YTD | +24.2% | -30.7% | +54.8% | +29.8% |
| 1Y | +24.5% | -15.8% | +40.3% | +26.0% |
| All | +155.8% | -34.9% | +190.7% | +166.7% |
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