+28.2%
BABA vs STLA
+59.0%
-30.8%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.3% | 0.0% | +0.9% |
| 7D | -4.8% | +2.6% | -7.3% | -5.5% |
| 30D | -11.9% | -1.2% | -10.7% | -11.9% |
| 3M | -9.3% | -24.8% | +15.5% | -2.1% |
| 6M | -14.2% | -25.6% | +11.3% | -7.6% |
| YTD | -22.0% | -48.9% | +26.9% | -7.6% |
| 1Y | -12.7% | -38.8% | +26.1% | -3.2% |
| 3Y | +26.7% | -64.5% | +91.2% | +59.7% |
| 5Y | -29.3% | -62.4% | +33.1% | -14.5% |
| 10Y | +21.2% | +55.4% | -34.1% | -1.6% |
| All | +28.2% | +59.0% | -30.8% | +13.2% |
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