-43.6%
SWKS vs BIDU
-48.7%
+5.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.0% | -1.8% | +0.5% |
| 7D | -6.2% | +7.2% | -13.3% | -7.8% |
| 30D | -1.5% | -4.0% | +2.5% | -0.6% |
| 3M | +23.0% | -25.1% | +48.1% | +31.2% |
| 6M | +27.6% | -41.8% | +69.4% | +44.5% |
| YTD | +32.3% | -37.3% | +69.7% | +44.7% |
| 1Y | +20.1% | -35.6% | +55.7% | +29.9% |
| 3Y | +0.6% | -24.5% | +25.1% | -0.6% |
| All | -43.6% | -48.7% | +5.1% | -41.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling