+15.6%
BABA vs STLD
+864.5%
-848.9%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -7.6% | +10.2% | +4.5% |
| 7D | +8.6% | -12.5% | +21.0% | +12.0% |
| 30D | -1.1% | -6.8% | +5.7% | +0.4% |
| 3M | -15.9% | -16.4% | +0.5% | -12.7% |
| 6M | -17.5% | -6.1% | -11.4% | -17.3% |
| YTD | -25.6% | +32.0% | -57.6% | -31.9% |
| 1Y | -33.8% | +45.5% | -79.3% | -41.0% |
| 3Y | +34.6% | +106.5% | -71.9% | +7.3% |
| 5Y | -27.7% | +267.2% | -294.8% | -51.5% |
| All | +15.6% | +864.5% | -848.9% | -30.7% |
Cumulative growth
Daily Returns
Daily percentage return beside STLD.
Daily Out/Under-Performance
Portfolio return minus STLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLD 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 10y: compounded portfolio wealth divided by compounded STLD 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…
10y analysis · Full analysis span regression · 6 months rolling