+333.8%
STM vs BIDU
+1,127.7%
-793.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -1.0% | +7.8% | +7.1% |
| 7D | -5.6% | +5.4% | -10.9% | -7.1% |
| 30D | -14.4% | -5.0% | -9.4% | -13.1% |
| 3M | -20.5% | -26.1% | +5.7% | -13.1% |
| 6M | -24.5% | -42.6% | +18.0% | -11.3% |
| YTD | +72.7% | -38.0% | +110.7% | +96.7% |
| 1Y | +91.0% | -35.7% | +126.7% | +114.1% |
| 3Y | +13.5% | -22.9% | +36.5% | +16.2% |
| 5Y | -9.2% | -49.9% | +40.7% | -1.8% |
| 10Y | +422.5% | -52.0% | +474.5% | +435.5% |
| All | +333.8% | +1,127.7% | -793.9% | +131.8% |
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 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