+34.5%
BABA vs STRL
+222.3%
-187.8%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -13.9% | +16.5% | +3.2% |
| 7D | +8.6% | -34.6% | +43.2% | +10.3% |
| 30D | -1.1% | -56.7% | +55.6% | +2.6% |
| 3M | -15.9% | -54.4% | +38.5% | -13.2% |
| 6M | -17.5% | -69.7% | +52.1% | -13.3% |
| YTD | -25.6% | -20.2% | -5.4% | -27.1% |
| 1Y | -33.8% | -40.6% | +6.7% | -34.2% |
| All | +34.5% | +222.3% | -187.8% | +20.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling