-37.1%
BAX vs STZ
-14.3%
-22.7%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -5.6% | +1.9% | -1.9% |
| 7D | -2.4% | -7.4% | +5.0% | +0.1% |
| 30D | -9.7% | -10.9% | +1.2% | -6.3% |
| 3M | +29.3% | -13.4% | +42.7% | +35.4% |
| 6M | +40.7% | -16.2% | +56.9% | +48.5% |
| YTD | +30.3% | -10.4% | +40.7% | +33.7% |
| 1Y | +3.4% | -14.8% | +18.2% | +7.7% |
| 3Y | -32.0% | -50.1% | +18.1% | -17.2% |
| 5Y | -66.9% | -38.8% | -28.1% | -62.2% |
| 10Y | -37.1% | -14.1% | -23.0% | -36.6% |
| All | -37.1% | -14.3% | -22.7% | -36.6% |
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 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