+545.2%
STZ vs BIDU
+1,104.2%
-559.0%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.5% | -0.5% |
| 7D | +11.8% | +1.1% | +10.7% | +11.6% |
| 30D | +26.0% | -8.7% | +34.7% | +27.3% |
| 3M | +11.5% | -28.5% | +40.0% | +15.8% |
| 6M | -2.0% | -37.0% | +35.1% | +2.8% |
| YTD | +7.9% | -39.2% | +47.0% | +12.9% |
| 1Y | +13.9% | -35.6% | +49.5% | +18.2% |
| 3Y | -35.8% | -27.5% | -8.3% | -35.8% |
| 5Y | -28.4% | -49.8% | +21.3% | -28.3% |
| 10Y | +7.1% | -52.6% | +59.7% | +2.5% |
| All | +545.2% | +1,104.2% | -559.0% | +350.2% |
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