+575.8%
SPMO vs BIDU
-36.8%
+612.6%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.4% | 0.0% |
| 7D | +2.7% | -2.4% | +5.2% | +3.0% |
| 30D | +1.1% | -16.0% | +17.0% | +3.6% |
| 3M | +2.0% | -24.0% | +26.1% | +6.1% |
| 6M | +26.5% | -24.9% | +51.4% | +31.3% |
| YTD | +26.5% | -29.6% | +56.1% | +32.1% |
| 1Y | +27.9% | -15.2% | +43.1% | +29.0% |
| 3Y | +160.4% | -32.2% | +192.5% | +165.7% |
| 5Y | +151.5% | -43.8% | +195.3% | +152.0% |
| 10Y | +526.3% | -49.5% | +575.8% | +492.7% |
| All | +575.8% | -36.8% | +612.6% | +544.6% |
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