+22.3%
BABA vs STLA
+27.0%
-4.7%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -4.5% | +7.2% | +3.9% |
| 7D | +8.6% | -5.5% | +14.1% | +10.3% |
| 30D | -1.1% | -3.7% | +2.6% | -0.4% |
| 3M | -15.9% | -21.1% | +5.2% | -10.9% |
| 6M | -17.5% | -38.3% | +20.8% | -6.6% |
| YTD | -25.6% | -59.2% | +33.6% | -6.6% |
| 1Y | -33.8% | -56.7% | +22.9% | -18.9% |
| 3Y | +34.6% | -74.3% | +108.9% | +85.9% |
| 5Y | -27.7% | -70.2% | +42.6% | -6.9% |
| 10Y | +17.7% | +23.4% | -5.7% | +1.6% |
| All | +22.3% | +27.0% | -4.7% | +14.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling