+664.5%
STM vs BIDU
-50.6%
+715.2%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.6% |
| 7D | +1.7% | -2.4% | +4.1% | +2.4% |
| 30D | -5.2% | -16.0% | +10.8% | +0.6% |
| 3M | -29.6% | -24.0% | -5.6% | -22.8% |
| 6M | +54.4% | -24.9% | +79.2% | +69.1% |
| YTD | +99.5% | -29.6% | +129.1% | +122.2% |
| 1Y | +100.8% | -15.2% | +115.9% | +105.1% |
| 3Y | +20.2% | -32.2% | +52.3% | +28.0% |
| 5Y | +21.1% | -43.8% | +64.9% | +25.7% |
| 10Y | +664.5% | -49.5% | +714.0% | +590.8% |
| All | +664.5% | -50.6% | +715.2% | +590.8% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling