+17.1%
BABA vs STLA
+18.3%
-1.3%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.3% |
| 7D | +11.6% | -4.5% | +16.2% | +13.1% |
| 30D | +2.3% | -3.9% | +6.2% | +3.1% |
| 3M | -13.7% | -20.2% | +6.5% | -8.6% |
| 6M | -21.9% | -42.2% | +20.3% | -9.2% |
| YTD | -24.6% | -59.3% | +34.7% | -4.2% |
| 1Y | -34.1% | -56.1% | +22.0% | -18.8% |
| 3Y | +36.3% | -73.7% | +109.9% | +89.9% |
| 5Y | -26.7% | -70.3% | +43.6% | -5.0% |
| All | +17.1% | +18.3% | -1.3% | +14.8% |
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