-12.7%
BABA vs STRL
+76.3%
-89.0%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +5.8% | -4.5% | +0.9% |
| 7D | -4.8% | +3.4% | -8.2% | -4.9% |
| 30D | -11.9% | -9.2% | -2.7% | -11.5% |
| 3M | -9.3% | -51.0% | +41.8% | -5.3% |
| 6M | -14.2% | +15.8% | -30.0% | -18.8% |
| YTD | -22.0% | +58.9% | -80.9% | -28.9% |
| 1Y | -12.7% | +68.5% | -81.2% | -13.1% |
| All | -12.7% | +76.3% | -89.0% | -13.1% |
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