+524.2%
STT vs BIDU
+1,407.1%
-882.9%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.1% | -3.9% | -0.8% |
| 7D | +0.5% | +2.4% | -1.9% | -0.1% |
| 30D | +3.9% | -10.5% | +14.3% | +6.3% |
| 3M | +20.0% | -26.2% | +46.2% | +28.0% |
| 6M | +55.3% | -16.4% | +71.7% | +59.5% |
| YTD | +53.3% | -23.9% | +77.2% | +60.1% |
| 1Y | +74.7% | +1.3% | +73.4% | +67.9% |
| 3Y | +205.8% | -32.1% | +237.9% | +212.0% |
| 5Y | +145.0% | -39.0% | +184.0% | +136.5% |
| 10Y | +266.0% | -44.0% | +310.1% | +227.4% |
| All | +524.2% | +1,407.1% | -882.9% | +158.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling