+51.8%
STLD vs BIDU
-40.0%
+91.8%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.7% | +1.9% | -0.5% |
| 7D | +6.9% | -2.3% | +9.2% | +7.1% |
| 30D | -1.5% | -7.3% | +5.8% | -0.6% |
| 3M | -9.7% | -26.0% | +16.3% | -6.5% |
| 6M | +2.3% | -44.5% | +46.9% | +10.8% |
| YTD | +41.0% | -40.6% | +81.6% | +49.6% |
| 1Y | +51.8% | -39.8% | +91.6% | +60.6% |
| All | +51.8% | -40.0% | +91.8% | +60.6% |
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