+769.0%
STLD vs BIDU
-51.7%
+820.7%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.7% | +1.9% | -0.2% |
| 7D | +6.9% | -2.3% | +9.2% | +7.4% |
| 30D | -1.5% | -7.3% | +5.8% | +0.1% |
| 3M | -9.7% | -26.0% | +16.3% | -4.0% |
| 6M | +2.3% | -44.5% | +46.9% | +15.3% |
| YTD | +41.0% | -40.6% | +81.6% | +55.0% |
| 1Y | +51.8% | -39.8% | +91.6% | +65.8% |
| 3Y | +126.4% | -26.7% | +153.1% | +127.0% |
| 5Y | +285.7% | -54.5% | +340.2% | +309.3% |
| All | +769.0% | -51.7% | +820.7% | +654.0% |
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