-100.0%
SPXU vs BIDU
+230.0%
-330.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.6% | +2.0% | +1.1% |
| 7D | +1.3% | -2.4% | +3.7% | +0.1% |
| 30D | +5.1% | -16.0% | +21.1% | -3.4% |
| 3M | -9.1% | -24.0% | +14.9% | -20.1% |
| 6M | -29.6% | -24.9% | -4.7% | -36.8% |
| YTD | -27.7% | -29.6% | +1.9% | -36.5% |
| 1Y | -37.0% | -15.2% | -21.8% | -37.3% |
| 3Y | -80.2% | -32.2% | -48.0% | -80.5% |
| 5Y | -86.0% | -43.8% | -42.3% | -84.2% |
| 10Y | -99.5% | -49.5% | -50.1% | -99.2% |
| All | -100.0% | +230.0% | -330.0% | -99.9% |
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