+11.7%
BABA vs STLA
-4.1%
+15.8%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.1% | +0.3% |
| 7D | -13.8% | -13.8% | 0.0% | -9.8% |
| 30D | -15.1% | -10.5% | -4.6% | -12.5% |
| 3M | -22.7% | -28.9% | +6.1% | -15.3% |
| 6M | -34.7% | -49.7% | +15.1% | -20.6% |
| YTD | -35.0% | -64.9% | +29.9% | -13.4% |
| 1Y | -40.4% | -64.0% | +23.6% | -21.6% |
| 3Y | +21.9% | -77.4% | +99.4% | +78.7% |
| 5Y | -39.9% | -74.4% | +34.6% | -18.3% |
| All | +11.7% | -4.1% | +15.8% | +17.4% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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