+260.3%
STT vs BIDU
-49.1%
+309.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | 0.0% |
| 7D | -1.4% | -5.2% | +3.9% | -0.4% |
| 30D | +2.2% | -14.5% | +16.7% | +4.9% |
| 3M | +18.8% | -22.9% | +41.7% | +24.1% |
| 6M | +57.9% | -27.8% | +85.7% | +65.8% |
| YTD | +51.0% | -30.7% | +81.7% | +59.0% |
| 1Y | +77.1% | -15.8% | +93.0% | +77.9% |
| 3Y | +199.8% | -33.2% | +233.1% | +206.3% |
| 5Y | +156.0% | -44.8% | +200.8% | +156.7% |
| All | +260.3% | -49.1% | +309.5% | +210.9% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling