+27.6%
SWKS vs BIDU
-47.5%
+75.0%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +4.1% | -0.5% | +2.3% |
| 7D | +12.5% | +2.4% | +10.1% | +11.7% |
| 30D | +10.5% | -10.5% | +21.0% | +13.9% |
| 3M | -7.4% | -26.2% | +18.8% | +1.1% |
| 6M | +32.7% | -16.4% | +49.1% | +37.4% |
| YTD | +19.2% | -23.9% | +43.0% | +25.8% |
| 1Y | +2.4% | +1.3% | +1.1% | -3.3% |
| 3Y | -25.6% | -32.1% | +6.5% | -22.9% |
| 5Y | -53.4% | -39.0% | -14.5% | -54.0% |
| All | +27.6% | -47.5% | +75.0% | +13.7% |
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 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