+17.6%
SPYM vs BIDU
-16.8%
+34.4%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.1% | +0.7% |
| 7D | -0.8% | -8.1% | +7.3% | +0.1% |
| 30D | -1.1% | -12.8% | +11.7% | +0.2% |
| 3M | +3.9% | -21.3% | +25.2% | +6.3% |
| 6M | +13.6% | -27.0% | +40.6% | +16.6% |
| YTD | +12.7% | -30.0% | +42.8% | +15.9% |
| 1Y | +17.6% | -18.3% | +35.8% | +20.5% |
| All | +17.6% | -16.8% | +34.4% | +20.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling