+1,176.3%
SPYG vs BIDU
+1,302.3%
-125.9%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -7.0% | +6.5% | +0.8% |
| 7D | +1.2% | -2.4% | +3.6% | +1.6% |
| 30D | -1.6% | -15.6% | +14.1% | +1.3% |
| 3M | +3.4% | -22.3% | +25.7% | +7.8% |
| 6M | +18.9% | -22.3% | +41.2% | +23.4% |
| YTD | +13.8% | -29.2% | +43.0% | +19.6% |
| 1Y | +20.6% | -14.8% | +35.4% | +21.6% |
| 3Y | +100.5% | -31.8% | +132.3% | +105.0% |
| 5Y | +84.6% | -43.1% | +127.7% | +84.9% |
| 10Y | +410.8% | -50.6% | +461.4% | +393.3% |
| All | +1,176.3% | +1,302.3% | -125.9% | +639.0% |
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