+48.0%
BAX vs STZ
+14.7%
+33.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +5.3% | -1.4% | +2.4% |
| 7D | +4.1% | +13.0% | -8.9% | +0.5% |
| 30D | +9.4% | +29.4% | -20.0% | +1.5% |
| 3M | -6.5% | +11.6% | -18.1% | -9.4% |
| 6M | +59.6% | -0.2% | +59.8% | +57.8% |
| YTD | +38.9% | +8.6% | +30.3% | +33.8% |
| 1Y | +48.0% | +15.9% | +32.1% | +36.0% |
| All | +48.0% | +14.7% | +33.3% | +36.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling