+326.1%
SU vs BIDU
+1,294.4%
-968.3%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.6% | +2.2% | +1.8% |
| 7D | +1.6% | -2.4% | +4.0% | +2.0% |
| 30D | +10.7% | -16.0% | +26.7% | +14.5% |
| 3M | +13.5% | -24.0% | +37.5% | +19.6% |
| 6M | +21.8% | -24.9% | +46.7% | +27.0% |
| YTD | +58.8% | -29.6% | +88.4% | +67.2% |
| 1Y | +72.0% | -15.2% | +87.2% | +71.5% |
| 3Y | +121.7% | -32.2% | +153.9% | +124.6% |
| 5Y | +350.4% | -43.8% | +394.2% | +339.9% |
| 10Y | +264.7% | -49.5% | +314.1% | +234.8% |
| All | +326.1% | +1,294.4% | -968.3% | +105.0% |
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