-50.8%
BIDU vs STLA
+51.6%
-102.4%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.4% | -1.5% |
| 7D | -5.2% | -3.8% | -1.4% | -3.9% |
| 30D | -14.5% | -3.1% | -11.4% | -13.7% |
| 3M | -22.9% | -19.6% | -3.3% | -17.6% |
| 6M | -27.8% | -23.5% | -4.3% | -22.0% |
| YTD | -30.7% | -51.5% | +20.8% | -14.6% |
| 1Y | -15.8% | -39.7% | +23.8% | -5.1% |
| 3Y | -33.2% | -66.3% | +33.1% | -11.1% |
| 5Y | -44.8% | -63.1% | +18.3% | -31.1% |
| All | -50.8% | +51.6% | -102.4% | -55.7% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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