+408.0%
STM vs BIDU
+1,407.1%
-999.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.1% | -2.2% | +0.6% |
| 7D | +5.8% | +2.4% | +3.4% | +5.0% |
| 30D | -1.0% | -10.5% | +9.5% | +2.2% |
| 3M | -33.3% | -26.2% | -7.0% | -27.1% |
| 6M | +57.4% | -16.4% | +73.8% | +64.9% |
| YTD | +102.2% | -23.9% | +126.1% | +116.8% |
| 1Y | +99.6% | +1.3% | +98.3% | +93.3% |
| 3Y | +14.5% | -32.1% | +46.6% | +21.6% |
| 5Y | +21.4% | -39.0% | +60.3% | +23.4% |
| 10Y | +695.0% | -44.0% | +739.0% | +677.8% |
| All | +408.0% | +1,407.1% | -999.2% | +155.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling