-7.7%
SRE vs BIDU
-34.6%
+27.0%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +4.5% | -7.4% | -2.7% |
| 7D | -2.1% | +1.2% | -3.3% | -2.0% |
| 30D | +6.1% | -7.5% | +13.6% | +5.8% |
| 3M | -3.5% | -28.6% | +25.0% | -4.5% |
| 6M | -10.8% | -36.9% | +26.1% | -11.8% |
| YTD | -4.0% | -38.4% | +34.5% | -6.0% |
| 1Y | -7.7% | -35.7% | +28.0% | -9.7% |
| All | -7.7% | -34.6% | +27.0% | -9.7% |
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