+252.8%
SPOT vs BIDU
-59.1%
+311.9%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.1% | +0.5% |
| 7D | -3.1% | -8.1% | +5.0% | -0.8% |
| 30D | +7.4% | -12.8% | +20.2% | +10.8% |
| 3M | +8.2% | -21.3% | +29.5% | +14.5% |
| 6M | +2.2% | -27.0% | +29.2% | +9.0% |
| YTD | -9.5% | -30.0% | +20.6% | -3.2% |
| 1Y | -23.8% | -18.3% | -5.6% | -23.7% |
| 3Y | +233.5% | -33.8% | +267.3% | +241.7% |
| 5Y | +112.2% | -44.3% | +156.5% | +115.5% |
| All | +252.8% | -59.1% | +311.9% | +291.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling