-31.3%
BABA vs STLD
+292.4%
-323.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.6% | +2.9% | +1.7% |
| 7D | -4.8% | +3.1% | -7.9% | -5.6% |
| 30D | -11.9% | -9.0% | -2.9% | -9.8% |
| 3M | -9.3% | -12.4% | +3.1% | -6.5% |
| 6M | -14.2% | +25.5% | -39.8% | -20.8% |
| YTD | -22.0% | +43.6% | -65.7% | -31.0% |
| 1Y | -12.7% | +87.2% | -99.9% | -28.7% |
| 3Y | +26.7% | +135.2% | -108.6% | -6.7% |
| All | -31.3% | +292.4% | -323.7% | -61.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling