-28.3%
BABA vs STT
+100.0%
-128.3%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.1% | +1.2% |
| 7D | +11.6% | -2.5% | +14.1% | +12.6% |
| 30D | +2.3% | -5.0% | +7.2% | +4.2% |
| 3M | -13.7% | -10.5% | -3.2% | -10.2% |
| 6M | -21.9% | +10.0% | -31.9% | -25.6% |
| YTD | -24.6% | +30.7% | -55.3% | -33.5% |
| 1Y | -34.1% | +43.8% | -77.9% | -44.2% |
| 3Y | +36.3% | +168.1% | -131.8% | -14.9% |
| All | -28.3% | +100.0% | -128.3% | -48.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling