-35.3%
BABA vs STRL
-30.1%
-5.2%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -21.5% | +26.4% | +5.6% |
| 7D | +4.3% | -27.1% | +31.3% | +5.3% |
| 30D | -5.0% | -45.8% | +40.8% | -2.9% |
| 3M | -18.4% | -47.6% | +29.3% | -16.6% |
| 6M | -20.3% | -46.4% | +26.2% | -19.5% |
| YTD | -27.5% | -7.4% | -20.1% | -30.8% |
| 1Y | -35.3% | -25.9% | -9.5% | -38.2% |
| All | -35.3% | -30.1% | -5.2% | -38.2% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 1y: compounded portfolio wealth divided by compounded STRL 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…
1y analysis · Full analysis span regression · 6 months rolling