It doesn't really behave the same way and leavening is the primary issue. This is why I make baked goods that contain foods with natural fructose like banana bread or carrot cake for example. You will still be reducing the amount of sugar drastically with no noticeable difference in sweetness when you get it right. Also the fructose cuts the slight aftertaste you can get by using nothing but stevia.
Since 1 cup of pure sugar = 1 teaspoon of liquid stevia, you need to make up the volume. One way you can do this is add the leftover apple fiber after juicing apples (or other fruits/veggies for that matter). It provides some liquid to evaporate while baking and also makes up the difference in volume. Some say to add some yogurt (1/3 cup for each 1 cup of sugar you're replacing, this is in addition to the added stevia). I've also heard people using canned pumpkin, or applesauce. Really any bulky food containing some extra liquid that matches the flavor you're looking for. The right amount should be between 1/4 - 1/2 cup per every 1 cup sugar replaced.
Also don't bake with stevia at higher than 400 degrees - it changes the chemical composition and you wont like the results.
Also the sweetness can vary by brand. They say stevia can be between 40 and 300 times sweeter than sugar - quite a variance.
Things that don't require much 'puff' work flawlessly (Think Peanut butter cookies).
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