+3,887.6%
STRL vs BIDU
+1,407.1%
+2,480.5%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +4.1% | +1.7% | +4.9% |
| 7D | +3.4% | +2.4% | +1.0% | +2.9% |
| 30D | -9.2% | -10.5% | +1.2% | -7.1% |
| 3M | -51.0% | -26.2% | -24.8% | -47.7% |
| 6M | +15.8% | -16.4% | +32.2% | +20.1% |
| YTD | +58.9% | -23.9% | +82.7% | +67.9% |
| 1Y | +68.5% | +1.3% | +67.2% | +66.6% |
| 3Y | +485.2% | -32.1% | +517.3% | +509.4% |
| 5Y | +2,005.1% | -39.0% | +2,044.1% | +1,988.0% |
| 10Y | +7,118.0% | -44.0% | +7,162.0% | +6,675.6% |
| All | +3,887.6% | +1,407.1% | +2,480.5% | +2,352.3% |
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