-39.7%
BABA vs STLA
-64.2%
+24.5%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -6.1% | -1.0% | -6.4% |
| 7D | -12.7% | -13.1% | +0.4% | -11.4% |
| 30D | -14.9% | -13.3% | -1.6% | -13.7% |
| 3M | -24.6% | -27.9% | +3.2% | -22.6% |
| 6M | -29.3% | -47.8% | +18.5% | -25.0% |
| YTD | -35.0% | -64.6% | +29.5% | -30.9% |
| 1Y | -39.7% | -64.0% | +24.3% | -36.0% |
| All | -39.7% | -64.2% | +24.5% | -36.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling