+6,036.7%
STX vs BIDU
+1,108.5%
+4,928.2%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | +0.1% | +9.9% | +10.0% |
| 7D | -1.0% | -0.8% | -0.1% | -0.8% |
| 30D | -26.8% | -5.4% | -21.4% | -25.8% |
| 3M | -32.7% | -24.7% | -8.0% | -28.1% |
| 6M | -33.7% | -45.3% | +11.5% | -23.9% |
| YTD | +101.0% | -39.0% | +140.0% | +123.7% |
| 1Y | +92.7% | -39.6% | +132.3% | +115.1% |
| 3Y | +708.7% | -24.7% | +733.4% | +726.1% |
| 5Y | +504.0% | -52.3% | +556.3% | +542.3% |
| 10Y | +2,108.4% | -51.1% | +2,159.4% | +2,040.3% |
| All | +6,036.7% | +1,108.5% | +4,928.2% | +3,051.7% |
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