-43.8%
BIDU vs STLA
-63.2%
+19.4%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.9% | +1.3% | +0.1% |
| 7D | -2.4% | +0.4% | -2.8% | -2.5% |
| 30D | -16.0% | -5.2% | -10.8% | -14.4% |
| 3M | -24.0% | -24.9% | +0.8% | -16.5% |
| 6M | -24.9% | -25.2% | +0.3% | -17.8% |
| YTD | -29.6% | -51.4% | +21.9% | -11.8% |
| 1Y | -15.2% | -40.7% | +25.5% | -3.5% |
| 3Y | -32.2% | -66.3% | +34.1% | -7.0% |
| 5Y | -43.8% | -63.2% | +19.5% | -35.1% |
| All | -43.8% | -63.2% | +19.4% | -35.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling