+264.0%
SPOT vs BIDU
-55.5%
+319.5%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +4.1% | -7.2% | -4.3% |
| 7D | -0.9% | +2.4% | -3.3% | -1.7% |
| 30D | +12.5% | -10.5% | +23.0% | +15.4% |
| 3M | +9.9% | -26.2% | +36.1% | +18.3% |
| 6M | +1.6% | -16.4% | +18.0% | +4.1% |
| YTD | -6.6% | -23.9% | +17.3% | -2.4% |
| 1Y | -22.9% | +1.3% | -24.2% | -27.7% |
| 3Y | +244.3% | -32.1% | +276.4% | +251.7% |
| 5Y | +117.8% | -39.0% | +156.8% | +115.6% |
| All | +264.0% | -55.5% | +319.5% | +294.6% |
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