+74.7%
STT vs BIDU
+1.5%
+73.2%
-11.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.1% | -3.9% | -0.2% |
| 7D | +0.5% | +2.4% | -1.9% | +0.3% |
| 30D | +3.9% | -10.5% | +14.3% | +4.8% |
| 3M | +20.0% | -26.2% | +46.2% | +22.9% |
| 6M | +55.3% | -16.4% | +71.7% | +56.4% |
| YTD | +53.3% | -23.9% | +77.2% | +55.6% |
| 1Y | +74.7% | +1.3% | +73.4% | +77.6% |
| All | +74.7% | +1.5% | +73.2% | +77.6% |
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