+17.1%
BABA vs STT
+204.5%
-187.5%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.1% | +1.2% |
| 7D | +11.6% | -2.5% | +14.1% | +12.5% |
| 30D | +2.3% | -5.0% | +7.2% | +3.9% |
| 3M | -13.7% | -10.5% | -3.2% | -10.7% |
| 6M | -21.9% | +10.0% | -31.9% | -24.9% |
| YTD | -24.6% | +30.7% | -55.3% | -31.8% |
| 1Y | -34.1% | +43.8% | -77.9% | -42.4% |
| 3Y | +36.3% | +168.1% | -131.8% | -5.4% |
| 5Y | -26.7% | +101.4% | -128.1% | -45.3% |
| All | +17.1% | +204.5% | -187.5% | -11.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling