-39.8%
BABA vs STRL
+906.9%
-946.6%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.1% | +3.1% | +0.3% |
| 7D | -13.8% | +15.7% | -29.4% | -14.9% |
| 30D | -15.1% | -35.5% | +20.4% | -12.3% |
| 3M | -22.7% | -47.1% | +24.4% | -19.0% |
| 6M | -34.7% | -65.8% | +31.1% | -29.2% |
| YTD | -35.0% | -4.5% | -30.5% | -38.8% |
| 1Y | -40.4% | -10.5% | -29.9% | -43.6% |
| 3Y | +21.9% | +340.6% | -318.7% | -18.2% |
| All | -39.8% | +906.9% | -946.6% | -72.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling