+27.1%
BABA vs STLD
+135.5%
-108.4%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.6% | +2.9% | +1.6% |
| 7D | -4.8% | +3.1% | -7.9% | -5.5% |
| 30D | -11.9% | -9.0% | -2.9% | -10.0% |
| 3M | -9.3% | -12.4% | +3.1% | -6.5% |
| 6M | -14.2% | +25.5% | -39.8% | -20.3% |
| YTD | -22.0% | +43.6% | -65.7% | -30.3% |
| 1Y | -12.7% | +87.2% | -99.9% | -27.2% |
| All | +27.1% | +135.5% | -108.4% | -6.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling