-33.4%
BAX vs STZ
-49.9%
+16.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.5% | -2.4% | -2.1% |
| 7D | -5.1% | -6.0% | +0.9% | -2.6% |
| 30D | -12.2% | -8.9% | -3.3% | -8.8% |
| 3M | +21.8% | -12.6% | +34.4% | +28.5% |
| 6M | +36.3% | -17.2% | +53.5% | +46.3% |
| YTD | +27.8% | -10.0% | +37.8% | +30.6% |
| 1Y | -0.1% | -14.3% | +14.2% | +4.1% |
| All | -33.4% | -49.9% | +16.6% | -18.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling