-4.9%
BAX vs STZ
+9.4%
-14.2%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +3.6% | +5.3% | -1.7% | +1.8% |
| 30D | +8.5% | +19.6% | -11.1% | +2.1% |
| 3M | -4.9% | +10.0% | -14.8% | -6.8% |
| All | -4.9% | +9.4% | -14.2% | -6.8% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling