+9.8%
BAX vs STZ
-10.2%
+19.9%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.7% | +1.2% |
| 7D | -1.1% | -1.9% | +0.8% | -0.5% |
| 30D | -5.5% | -1.9% | -3.6% | -4.9% |
| 3M | +33.5% | -6.2% | +39.8% | +36.2% |
| 6M | +35.9% | -14.0% | +49.9% | +40.8% |
| YTD | +35.4% | -5.1% | +40.5% | +33.1% |
| 1Y | +9.8% | -9.6% | +19.3% | +10.6% |
| All | +9.8% | -10.2% | +19.9% | +10.6% |
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 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