+27.1%
BABA vs STLA
-64.3%
+91.4%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.3% | 0.0% | +1.0% |
| 7D | -4.8% | +2.6% | -7.3% | -5.3% |
| 30D | -11.9% | -1.2% | -10.7% | -11.8% |
| 3M | -9.3% | -24.8% | +15.5% | -3.4% |
| 6M | -14.2% | -25.6% | +11.3% | -8.8% |
| YTD | -22.0% | -48.9% | +26.9% | -10.1% |
| 1Y | -12.7% | -38.8% | +26.1% | -5.5% |
| All | +27.1% | -64.3% | +91.4% | +51.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling