+2,022.6%
STRL vs BIDU
-40.6%
+2,063.2%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +4.1% | +1.7% | +5.0% |
| 7D | +3.4% | +2.4% | +1.0% | +3.0% |
| 30D | -9.2% | -10.5% | +1.2% | -7.4% |
| 3M | -51.0% | -26.2% | -24.8% | -48.3% |
| 6M | +15.8% | -16.4% | +32.2% | +19.5% |
| YTD | +58.9% | -23.9% | +82.7% | +66.3% |
| 1Y | +68.5% | +1.3% | +67.2% | +69.1% |
| 3Y | +485.2% | -32.1% | +517.3% | +507.1% |
| All | +2,022.6% | -40.6% | +2,063.2% | +2,057.5% |
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 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