+57.4%
STM vs BIDU
-17.1%
+74.5%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.1% | -2.2% | 0.0% |
| 7D | +5.8% | +2.4% | +3.4% | +4.6% |
| 30D | -1.0% | -10.5% | +9.5% | +4.0% |
| 3M | -33.3% | -26.2% | -7.0% | -22.8% |
| 6M | +57.4% | -16.4% | +73.8% | +74.5% |
| All | +57.4% | -17.1% | +74.5% | +74.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling