+231.7%
SPOT vs BIDU
-33.9%
+265.6%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -1.0% |
| 7D | -6.5% | -2.4% | -4.1% | -6.3% |
| 30D | +2.2% | -16.0% | +18.1% | +3.7% |
| 3M | +5.4% | -24.0% | +29.4% | +7.9% |
| 6M | -4.0% | -24.9% | +20.8% | -2.3% |
| YTD | -9.9% | -29.6% | +19.6% | -7.8% |
| 1Y | -27.3% | -15.2% | -12.1% | -28.1% |
| All | +231.7% | -33.9% | +265.6% | +240.8% |
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 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