+157.5%
STT vs BIDU
-44.5%
+201.9%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -7.0% | +5.7% | -0.3% |
| 7D | +2.2% | -2.4% | +4.6% | +2.5% |
| 30D | +3.9% | -15.6% | +19.5% | +6.1% |
| 3M | +19.2% | -22.3% | +41.5% | +22.9% |
| 6M | +60.4% | -22.3% | +82.6% | +64.5% |
| YTD | +51.5% | -29.2% | +80.6% | +56.9% |
| 1Y | +76.3% | -14.8% | +91.1% | +76.6% |
| 3Y | +200.7% | -31.8% | +232.5% | +205.2% |
| 5Y | +157.5% | -43.1% | +200.6% | +164.9% |
| All | +157.5% | -44.5% | +201.9% | +164.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling