+9,338.8%
STX vs BIDU
+1,407.1%
+7,931.7%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +4.1% | +2.3% | +5.4% |
| 7D | +2.4% | +2.4% | -0.1% | +1.8% |
| 30D | +1.4% | -10.5% | +11.9% | +4.0% |
| 3M | -8.2% | -26.2% | +18.0% | -1.4% |
| 6M | +127.0% | -16.4% | +143.4% | +135.2% |
| YTD | +209.1% | -23.9% | +233.0% | +226.8% |
| 1Y | +365.4% | +1.3% | +364.1% | +357.5% |
| 3Y | +1,135.4% | -32.1% | +1,167.5% | +1,192.8% |
| 5Y | +991.5% | -39.0% | +1,030.5% | +991.8% |
| 10Y | +3,695.8% | -44.0% | +3,739.9% | +3,464.8% |
| All | +9,338.8% | +1,407.1% | +7,931.7% | +4,503.4% |
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