+804.8%
SPY vs BIDU
+1,083.9%
-279.1%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.0% | -0.5% |
| 7D | +2.6% | -4.6% | +7.2% | +3.4% |
| 30D | -2.0% | -4.5% | +2.6% | -1.2% |
| 3M | -2.8% | -25.4% | +22.6% | +1.8% |
| 6M | +2.1% | -48.1% | +50.2% | +13.4% |
| YTD | +11.5% | -40.2% | +51.7% | +19.9% |
| 1Y | +13.5% | -35.2% | +48.7% | +20.1% |
| 3Y | +77.7% | -27.1% | +104.8% | +78.7% |
| 5Y | +72.6% | -54.2% | +126.8% | +78.6% |
| 10Y | +308.2% | -52.0% | +360.2% | +291.6% |
| All | +804.8% | +1,083.9% | -279.1% | +435.9% |
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