+821.5%
SPY vs BIDU
+1,407.1%
-585.6%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.1% | -4.5% | -1.1% |
| 7D | +0.1% | +2.4% | -2.3% | -0.3% |
| 30D | +0.1% | -10.5% | +10.5% | +1.7% |
| 3M | +2.0% | -26.2% | +28.2% | +6.9% |
| 6M | +13.0% | -16.4% | +29.4% | +15.4% |
| YTD | +13.5% | -23.9% | +37.4% | +17.3% |
| 1Y | +20.0% | +1.3% | +18.7% | +17.0% |
| 3Y | +77.2% | -32.1% | +109.3% | +80.6% |
| 5Y | +81.9% | -39.0% | +120.8% | +78.9% |
| 10Y | +314.1% | -44.0% | +358.1% | +287.2% |
| All | +821.5% | +1,407.1% | -585.6% | +424.5% |
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