+467.6%
STZ vs BIDU
+1,407.1%
-939.5%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.1% | -4.8% | -1.2% |
| 7D | -1.9% | +2.4% | -4.3% | -2.2% |
| 30D | -1.9% | -10.5% | +8.6% | -0.8% |
| 3M | -6.2% | -26.2% | +20.0% | -3.2% |
| 6M | -14.0% | -16.4% | +2.4% | -13.0% |
| YTD | -5.1% | -23.9% | +18.8% | -3.2% |
| 1Y | -9.6% | +1.3% | -10.8% | -11.5% |
| 3Y | -47.2% | -32.1% | -15.1% | -46.7% |
| 5Y | -33.6% | -39.0% | +5.4% | -35.0% |
| 10Y | -9.8% | -44.0% | +34.3% | -15.2% |
| All | +467.6% | +1,407.1% | -939.5% | +285.9% |
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 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