-35.3%
BABA vs STT
+53.6%
-88.9%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +2.2% | +2.7% | +4.4% |
| 7D | +4.3% | -0.1% | +4.4% | +4.3% |
| 30D | -5.0% | -1.7% | -3.3% | -4.6% |
| 3M | -18.4% | -6.4% | -12.0% | -17.2% |
| 6M | -20.3% | +17.7% | -38.0% | -25.5% |
| YTD | -27.5% | +36.9% | -64.4% | -35.7% |
| 1Y | -35.3% | +52.0% | -87.4% | -40.3% |
| All | -35.3% | +53.6% | -88.9% | -40.3% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 1y: compounded portfolio wealth divided by compounded STT 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…
1y analysis · Full analysis span regression · 6 months rolling