+34.5%
BABA vs STT
+164.8%
-130.3%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -4.7% | +7.4% | +4.0% |
| 7D | +8.6% | -4.9% | +13.5% | +10.0% |
| 30D | -1.1% | -6.0% | +4.9% | +0.5% |
| 3M | -15.9% | -11.7% | -4.3% | -13.1% |
| 6M | -17.5% | +11.7% | -29.2% | -21.0% |
| YTD | -25.6% | +30.4% | -56.0% | -32.4% |
| 1Y | -33.8% | +43.9% | -77.8% | -41.6% |
| All | +34.5% | +164.8% | -130.3% | -6.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling