-35.7%
BABA vs STLD
+291.0%
-326.7%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.2% | -2.4% | -1.5% |
| 7D | -3.6% | -0.5% | -3.1% | -3.7% |
| 30D | -8.4% | -0.1% | -8.3% | -8.7% |
| 3M | -20.6% | -9.2% | -11.4% | -19.1% |
| 6M | -25.4% | +1.8% | -27.1% | -26.8% |
| YTD | -30.1% | +42.1% | -72.2% | -38.2% |
| 1Y | -36.3% | +58.5% | -94.8% | -45.5% |
| 3Y | +30.4% | +128.2% | -97.8% | -3.1% |
| 5Y | -35.7% | +288.2% | -324.0% | -64.3% |
| All | -35.7% | +291.0% | -326.7% | -64.3% |
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