+12.5%
STZ vs BIDU
-52.8%
+65.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | +0.2% |
| 7D | +5.3% | +3.6% | +1.8% | +5.0% |
| 30D | +19.6% | -6.6% | +26.2% | +20.3% |
| 3M | +10.0% | -27.2% | +37.2% | +13.1% |
| 6M | -0.3% | -43.5% | +43.2% | +4.9% |
| YTD | +8.6% | -39.0% | +47.6% | +12.6% |
| 1Y | +16.6% | -39.8% | +56.3% | +21.0% |
| 3Y | -34.8% | -24.8% | -10.0% | -35.3% |
| 5Y | -27.8% | -50.7% | +22.8% | -27.2% |
| 10Y | +12.5% | -51.2% | +63.7% | -1.1% |
| All | +12.5% | -52.8% | +65.3% | -1.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling