+31.9%
BABA vs STLA
-74.3%
+106.2%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.6% | +1.1% | -1.7% |
| 7D | +2.4% | -4.9% | +7.3% | +3.4% |
| 30D | -7.8% | -4.9% | -2.9% | -7.0% |
| 3M | -22.4% | -23.7% | +1.3% | -18.1% |
| 6M | -26.0% | -45.0% | +19.0% | -15.9% |
| YTD | -29.3% | -60.9% | +31.6% | -13.9% |
| 1Y | -37.5% | -58.9% | +21.4% | -25.4% |
| 3Y | +31.9% | -74.4% | +106.3% | +63.3% |
| All | +31.9% | -74.3% | +106.2% | +63.3% |
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