-37.0%
SWKS vs BIDU
-53.5%
+16.5%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.7% | +5.4% | +3.4% |
| 7D | +10.9% | -2.3% | +13.2% | +11.5% |
| 30D | +17.6% | -7.3% | +24.9% | +19.6% |
| 3M | +29.2% | -26.0% | +55.2% | +38.2% |
| 6M | +37.0% | -44.5% | +81.5% | +56.7% |
| YTD | +44.9% | -40.6% | +85.5% | +60.5% |
| 1Y | +33.8% | -39.8% | +73.6% | +47.2% |
| 3Y | +10.2% | -26.7% | +36.9% | +9.5% |
| 5Y | -37.0% | -54.5% | +17.5% | -33.1% |
| All | -37.0% | -53.5% | +16.5% | -33.1% |
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