+32.4%
SWKS vs BIDU
-51.3%
+83.8%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.8% | +1.1% |
| 7D | -2.7% | +5.4% | -8.1% | -4.4% |
| 30D | +8.5% | -5.0% | +13.5% | +10.1% |
| 3M | +17.3% | -26.1% | +43.4% | +27.6% |
| 6M | +25.1% | -42.6% | +67.7% | +46.3% |
| YTD | +33.3% | -38.0% | +71.3% | +49.2% |
| 1Y | +22.9% | -35.7% | +58.6% | +35.2% |
| 3Y | +5.5% | -22.9% | +28.5% | +3.5% |
| 5Y | -41.9% | -49.9% | +8.0% | -39.0% |
| 10Y | +32.4% | -52.0% | +84.4% | +19.7% |
| All | +32.4% | -51.3% | +83.8% | +19.7% |
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