-35.5%
BAX vs STZ
+9.8%
-45.3%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.8% | +2.3% | +1.1% |
| 7D | +12.1% | +4.9% | +7.2% | +10.4% |
| 30D | +7.6% | +20.9% | -13.3% | +1.0% |
| 3M | -4.5% | +8.0% | -12.5% | -7.1% |
| 6M | +52.0% | -5.3% | +57.3% | +54.1% |
| YTD | +35.1% | +5.9% | +29.2% | +31.1% |
| 1Y | +43.7% | +14.2% | +29.5% | +35.7% |
| 3Y | -20.9% | -37.0% | +16.0% | -10.9% |
| 5Y | -63.5% | -29.7% | -33.8% | -60.4% |
| All | -35.5% | +9.8% | -45.3% | -38.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling