+100.8%
STM vs BIDU
-15.6%
+116.4%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.6% |
| 7D | +1.7% | -2.4% | +4.1% | +2.3% |
| 30D | -5.2% | -16.0% | +10.8% | -0.4% |
| 3M | -29.6% | -24.0% | -5.6% | -24.1% |
| 6M | +54.4% | -24.9% | +79.2% | +67.2% |
| YTD | +99.5% | -29.6% | +129.1% | +118.1% |
| 1Y | +100.8% | -15.2% | +115.9% | +119.1% |
| All | +100.8% | -15.6% | +116.4% | +119.1% |
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