-33.4%
BABA vs STLA
-71.4%
+38.0%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.6% | +1.1% | -1.3% |
| 7D | +2.4% | -4.9% | +7.3% | +4.0% |
| 30D | -7.8% | -4.9% | -2.9% | -6.7% |
| 3M | -22.4% | -23.7% | +1.3% | -16.1% |
| 6M | -26.0% | -45.0% | +19.0% | -10.8% |
| YTD | -29.3% | -60.9% | +31.6% | -5.8% |
| 1Y | -37.5% | -58.9% | +21.4% | -19.0% |
| 3Y | +31.9% | -74.4% | +106.3% | +96.3% |
| 5Y | -33.4% | -71.5% | +38.1% | -15.4% |
| All | -33.4% | -71.4% | +38.0% | -15.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling