-17.5%
BABA vs STLA
-37.8%
+20.3%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -4.5% | +7.2% | +3.3% |
| 7D | +8.6% | -5.5% | +14.1% | +9.4% |
| 30D | -1.1% | -3.7% | +2.6% | -0.6% |
| 3M | -15.9% | -21.1% | +5.2% | -12.5% |
| 6M | -17.5% | -38.3% | +20.8% | -5.6% |
| All | -17.5% | -37.8% | +20.3% | -5.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling