+1,411.1%
SWKS vs BIDU
+1,140.5%
+270.7%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.0% | -1.8% | +0.3% |
| 7D | -6.2% | +7.2% | -13.3% | -8.2% |
| 30D | -1.5% | -4.0% | +2.5% | -0.4% |
| 3M | +23.0% | -25.1% | +48.1% | +33.2% |
| 6M | +27.6% | -41.8% | +69.4% | +48.5% |
| YTD | +32.3% | -37.3% | +69.7% | +47.6% |
| 1Y | +20.1% | -35.6% | +55.7% | +32.2% |
| 3Y | +0.6% | -24.5% | +25.1% | +0.3% |
| 5Y | -42.3% | -48.3% | +5.9% | -40.2% |
| 10Y | +35.9% | -51.2% | +87.1% | +32.6% |
| All | +1,411.1% | +1,140.5% | +270.7% | +590.7% |
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 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