+19.2%
BABA vs STLD
+1,137.6%
-1,118.5%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -3.0% | +8.0% | +5.7% |
| 7D | +4.3% | -3.9% | +8.2% | +5.3% |
| 30D | -5.0% | -0.4% | -4.6% | -5.0% |
| 3M | -18.4% | -9.2% | -9.2% | -16.8% |
| 6M | -20.3% | +5.0% | -25.2% | -22.2% |
| YTD | -27.5% | +42.8% | -70.3% | -34.9% |
| 1Y | -35.3% | +60.1% | -95.4% | -43.7% |
| 3Y | +31.2% | +123.5% | -92.3% | +2.4% |
| 5Y | -32.1% | +302.0% | -334.1% | -55.8% |
| 10Y | +14.7% | +959.3% | -944.6% | -45.9% |
| All | +19.2% | +1,137.6% | -1,118.5% | -46.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling