+11.7%
BABA vs STT
+198.3%
-186.5%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.2% | +0.1% |
| 7D | -13.8% | +4.8% | -18.5% | -15.2% |
| 30D | -15.1% | +3.9% | -19.0% | -16.3% |
| 3M | -22.7% | -8.2% | -14.6% | -20.8% |
| 6M | -34.7% | +15.6% | -50.3% | -38.3% |
| YTD | -35.0% | +37.6% | -72.7% | -42.3% |
| 1Y | -40.4% | +50.1% | -90.5% | -48.7% |
| 3Y | +21.9% | +183.1% | -161.1% | -17.3% |
| 5Y | -39.9% | +104.8% | -144.7% | -55.6% |
| All | +11.7% | +198.3% | -186.5% | -24.2% |
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