+1,287.1%
BAC vs STZ
+9,621.1%
-8,334.0%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | +0.2% |
| 7D | +1.1% | -1.9% | +3.0% | +1.7% |
| 30D | -0.4% | -1.9% | +1.5% | 0.0% |
| 3M | +16.9% | -6.2% | +23.1% | +18.7% |
| 6M | +26.6% | -14.0% | +40.6% | +31.7% |
| YTD | +15.8% | -5.1% | +20.9% | +16.1% |
| 1Y | +27.2% | -9.6% | +36.7% | +29.0% |
| 3Y | +132.4% | -47.2% | +179.6% | +174.3% |
| 5Y | +72.6% | -33.6% | +106.2% | +88.1% |
| 10Y | +389.7% | -9.8% | +399.5% | +376.4% |
| All | +1,287.1% | +9,621.1% | -8,334.0% | +394.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling