+60.1%
STLD vs BIDU
-34.6%
+94.7%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +4.5% | -7.5% | -3.5% |
| 7D | -3.9% | +1.2% | -5.1% | -4.1% |
| 30D | -0.4% | -7.5% | +7.2% | +0.5% |
| 3M | -9.2% | -28.6% | +19.4% | -5.9% |
| 6M | +5.0% | -36.9% | +41.9% | +11.0% |
| YTD | +42.8% | -38.4% | +81.3% | +50.6% |
| 1Y | +60.1% | -35.7% | +95.7% | +69.1% |
| All | +60.1% | -34.6% | +94.7% | +69.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling