+17.1%
BABA vs STRL
+3,580.1%
-3,563.0%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.5% | -2.2% | +0.9% |
| 7D | +11.6% | -26.9% | +38.5% | +14.4% |
| 30D | +2.3% | -52.7% | +55.0% | +9.6% |
| 3M | -13.7% | -52.8% | +39.1% | -7.9% |
| 6M | -21.9% | -71.5% | +49.6% | -13.0% |
| YTD | -24.6% | -17.4% | -7.2% | -27.5% |
| 1Y | -34.1% | -35.0% | +0.9% | -35.0% |
| 3Y | +36.3% | +239.2% | -203.0% | +2.5% |
| 5Y | -26.7% | +830.2% | -856.9% | -54.0% |
| All | +17.1% | +3,580.1% | -3,563.0% | -34.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling