+1,122.7%
STLD vs BIDU
-50.6%
+1,173.3%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.7% | +0.3% |
| 7D | -2.8% | -2.4% | -0.4% | -2.4% |
| 30D | -10.4% | -16.0% | +5.6% | -7.2% |
| 3M | -10.6% | -24.0% | +13.4% | -5.7% |
| 6M | +32.7% | -24.9% | +57.6% | +39.3% |
| YTD | +42.8% | -29.6% | +72.4% | +51.4% |
| 1Y | +86.9% | -15.2% | +102.1% | +87.8% |
| 3Y | +143.8% | -32.2% | +176.0% | +150.2% |
| 5Y | +293.5% | -43.8% | +337.3% | +296.7% |
| 10Y | +1,122.7% | -49.5% | +1,172.1% | +942.5% |
| All | +1,122.7% | -50.6% | +1,173.3% | +942.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling