-25.9%
STRL vs BIDU
-34.6%
+8.8%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.5% | +4.5% | -26.0% | -23.4% |
| 7D | -27.1% | +1.2% | -28.2% | -27.7% |
| 30D | -45.8% | -7.5% | -38.3% | -43.9% |
| 3M | -47.6% | -28.6% | -19.1% | -39.2% |
| 6M | -46.4% | -36.9% | -9.5% | -34.5% |
| YTD | -7.4% | -38.4% | +31.1% | +12.0% |
| 1Y | -25.9% | -35.7% | +9.8% | -12.4% |
| All | -25.9% | -34.6% | +8.8% | -12.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling