+118.2%
SRE vs BIDU
-48.7%
+166.9%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.7% | -0.8% |
| 7D | -0.8% | -8.1% | +7.3% | -0.4% |
| 30D | -3.0% | -12.8% | +9.8% | -2.4% |
| 3M | -8.3% | -21.3% | +13.0% | -7.3% |
| 6M | -8.9% | -27.0% | +18.1% | -7.7% |
| YTD | -4.3% | -30.0% | +25.8% | -3.0% |
| 1Y | +2.7% | -18.3% | +21.0% | +2.8% |
| 3Y | +28.7% | -33.8% | +62.5% | +29.1% |
| 5Y | +47.1% | -44.3% | +91.4% | +46.6% |
| All | +118.2% | -48.7% | +166.9% | +89.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling