-39.7%
BABA vs STT
+48.2%
-87.9%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -0.3% | -6.8% | -7.0% |
| 7D | -12.7% | +5.1% | -17.8% | -13.6% |
| 30D | -14.9% | -0.2% | -14.6% | -14.9% |
| 3M | -24.6% | -8.1% | -16.5% | -23.0% |
| 6M | -29.3% | +16.6% | -46.0% | -33.8% |
| YTD | -35.0% | +37.8% | -72.9% | -42.5% |
| 1Y | -39.7% | +46.8% | -86.5% | -45.6% |
| All | -39.7% | +48.2% | -87.9% | -45.6% |
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