+110.6%
SPOT vs BIDU
-45.6%
+156.2%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.6% | +1.3% | +0.1% |
| 7D | -6.9% | -5.2% | -1.6% | -5.8% |
| 30D | +4.1% | -14.5% | +18.6% | +7.4% |
| 3M | +3.7% | -22.9% | +26.6% | +9.3% |
| 6M | -1.6% | -27.8% | +26.2% | +4.1% |
| YTD | -10.2% | -30.7% | +20.5% | -4.7% |
| 1Y | -25.9% | -15.8% | -10.1% | -26.7% |
| 3Y | +235.6% | -33.2% | +268.8% | +242.9% |
| 5Y | +110.6% | -44.8% | +155.4% | +127.0% |
| All | +110.6% | -45.6% | +156.2% | +127.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling