+708.4%
SRE vs BIDU
+1,302.3%
-593.9%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -7.0% | +8.7% | +2.3% |
| 7D | +1.4% | -2.4% | +3.9% | +1.6% |
| 30D | +1.9% | -15.6% | +17.5% | +3.2% |
| 3M | -3.3% | -22.3% | +19.0% | -1.4% |
| 6M | -6.4% | -22.3% | +15.8% | -5.0% |
| YTD | -1.8% | -29.2% | +27.3% | +0.2% |
| 1Y | +10.7% | -14.8% | +25.6% | +10.7% |
| 3Y | +31.8% | -31.8% | +63.6% | +32.5% |
| 5Y | +49.2% | -43.1% | +92.3% | +47.5% |
| 10Y | +118.5% | -50.6% | +169.2% | +108.7% |
| All | +708.4% | +1,302.3% | -593.9% | +439.3% |
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