-17.5%
BABA vs STRL
-66.4%
+48.9%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -13.9% | +16.5% | +2.5% |
| 7D | +8.6% | -34.6% | +43.2% | +8.6% |
| 30D | -1.1% | -56.7% | +55.6% | +0.1% |
| 3M | -15.9% | -54.4% | +38.5% | -15.2% |
| 6M | -17.5% | -69.7% | +52.1% | -14.8% |
| All | -17.5% | -66.4% | +48.9% | -14.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling