+87.4%
BAC vs STZ
-37.2%
+124.6%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.1% | -0.5% |
| 7D | -1.2% | +4.9% | -6.1% | -1.7% |
| 30D | -7.7% | +20.9% | -28.5% | -9.5% |
| 3M | -21.2% | +8.0% | -29.1% | -21.8% |
| 6M | -6.8% | -5.3% | -1.6% | -6.3% |
| YTD | -8.7% | +5.9% | -14.6% | -9.9% |
| 1Y | -5.3% | +14.2% | -19.5% | -7.6% |
| 3Y | +87.4% | -37.0% | +124.4% | +93.6% |
| All | +87.4% | -37.2% | +124.6% | +93.6% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 3y: compounded portfolio wealth divided by compounded STZ 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…
3y analysis · Full analysis span regression · 6 months rolling