+28.2%
BABA vs STRL
+6,129.1%
-6,100.9%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +5.8% | -4.5% | +0.7% |
| 7D | -4.8% | +3.4% | -8.2% | -5.1% |
| 30D | -11.9% | -9.2% | -2.7% | -11.3% |
| 3M | -9.3% | -51.0% | +41.8% | -3.8% |
| 6M | -14.2% | +15.8% | -30.0% | -18.0% |
| YTD | -22.0% | +58.9% | -80.9% | -28.0% |
| 1Y | -12.7% | +68.5% | -81.2% | -20.4% |
| 3Y | +26.7% | +485.2% | -458.6% | -2.6% |
| 5Y | -29.3% | +2,005.1% | -2,034.4% | -53.8% |
| 10Y | +21.2% | +7,118.0% | -7,096.7% | -30.4% |
| All | +28.2% | +6,129.1% | -6,100.9% | -21.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling