+194.0%
STT vs BIDU
-51.3%
+245.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.8% | -0.3% |
| 7D | +4.8% | -4.6% | +9.3% | +5.7% |
| 30D | +3.9% | -4.5% | +8.5% | +4.8% |
| 3M | -8.2% | -25.4% | +17.2% | -3.3% |
| 6M | +15.6% | -48.1% | +63.7% | +29.7% |
| YTD | +37.6% | -40.2% | +77.8% | +48.9% |
| 1Y | +50.1% | -35.2% | +85.4% | +59.4% |
| 3Y | +183.1% | -27.1% | +210.2% | +182.4% |
| 5Y | +104.8% | -54.2% | +159.0% | +113.9% |
| All | +194.0% | -51.3% | +245.3% | +158.6% |
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 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