+314.7%
SPY vs BIDU
-48.7%
+363.4%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | 0.0% | +0.7% |
| 7D | -0.8% | -8.1% | +7.3% | +0.5% |
| 30D | -1.1% | -12.8% | +11.8% | +0.9% |
| 3M | +3.9% | -21.3% | +25.1% | +7.5% |
| 6M | +13.6% | -27.0% | +40.6% | +18.4% |
| YTD | +12.7% | -30.0% | +42.7% | +17.8% |
| 1Y | +17.5% | -18.3% | +35.8% | +18.8% |
| 3Y | +76.9% | -33.8% | +110.7% | +80.8% |
| 5Y | +83.6% | -44.3% | +127.9% | +84.2% |
| All | +314.7% | -48.7% | +363.4% | +274.1% |
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