+37.3%
BIDU vs STLA
+252.7%
-215.4%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -3.1% | -3.9% | -6.2% |
| 7D | -2.4% | +0.7% | -3.2% | -2.6% |
| 30D | -15.6% | -2.4% | -13.3% | -15.2% |
| 3M | -22.3% | -23.9% | +1.6% | -17.2% |
| 6M | -22.3% | -24.6% | +2.4% | -17.3% |
| YTD | -29.2% | -50.5% | +21.3% | -17.6% |
| 1Y | -14.8% | -39.8% | +25.0% | -6.4% |
| 3Y | -31.8% | -65.6% | +33.8% | -16.0% |
| 5Y | -43.1% | -62.1% | +19.0% | -32.6% |
| 10Y | -50.6% | +47.8% | -98.4% | -55.3% |
| All | +37.3% | +252.7% | -215.4% | +24.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling