+6.3%
STM vs BIDU
-23.4%
+29.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +3.0% | +1.4% | +3.4% |
| 7D | -10.7% | +7.2% | -17.9% | -12.9% |
| 30D | -25.7% | -4.0% | -21.7% | -24.6% |
| 3M | -21.6% | -25.1% | +3.6% | -13.6% |
| 6M | -27.8% | -41.8% | +14.0% | -13.6% |
| YTD | +61.8% | -37.3% | +99.1% | +86.7% |
| 1Y | +78.1% | -35.6% | +113.7% | +102.6% |
| All | +6.3% | -23.4% | +29.7% | +5.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling