+261.4%
STT vs BIDU
-48.3%
+309.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.1% |
| 7D | +1.0% | -2.4% | +3.4% | +1.4% |
| 30D | +2.8% | -16.0% | +18.7% | +5.9% |
| 3M | +18.1% | -24.0% | +42.1% | +23.7% |
| 6M | +59.2% | -24.9% | +84.1% | +65.9% |
| YTD | +51.5% | -29.6% | +81.0% | +59.0% |
| 1Y | +75.7% | -15.2% | +90.8% | +76.1% |
| 3Y | +200.8% | -32.2% | +232.9% | +206.4% |
| 5Y | +155.8% | -43.8% | +199.5% | +155.6% |
| All | +261.4% | -48.3% | +309.8% | +211.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling