+22.5%
STM vs BIDU
-44.5%
+66.9%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -7.0% | +6.4% | +1.7% |
| 7D | +5.2% | -2.4% | +7.6% | +5.9% |
| 30D | -7.4% | -15.6% | +8.3% | -2.5% |
| 3M | -30.6% | -22.3% | -8.3% | -25.3% |
| 6M | +66.4% | -22.3% | +88.6% | +78.8% |
| YTD | +101.1% | -29.2% | +130.3% | +121.1% |
| 1Y | +97.4% | -14.8% | +112.2% | +101.4% |
| 3Y | +21.1% | -31.8% | +52.9% | +27.3% |
| 5Y | +22.5% | -43.1% | +65.6% | +25.8% |
| All | +22.5% | -44.5% | +66.9% | +25.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling