+195.6%
STT vs BIDU
-33.5%
+229.1%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -7.0% | +5.7% | -0.6% |
| 7D | +2.2% | -2.4% | +4.6% | +2.4% |
| 30D | +3.9% | -15.6% | +19.5% | +5.5% |
| 3M | +19.2% | -22.3% | +41.5% | +21.8% |
| 6M | +60.4% | -22.3% | +82.6% | +63.2% |
| YTD | +51.5% | -29.2% | +80.6% | +55.2% |
| 1Y | +76.3% | -14.8% | +91.1% | +76.7% |
| All | +195.6% | -33.5% | +229.1% | +199.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling