-31.3%
BABA vs STT
+145.1%
-176.4%
-64.5%
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 | -4.8% | +0.5% | -5.2% | -5.0% |
| 30D | -11.9% | +3.9% | -15.8% | -13.4% |
| 3M | -9.3% | +20.0% | -29.2% | -16.2% |
| 6M | -14.2% | +55.3% | -69.6% | -29.3% |
| YTD | -22.0% | +53.3% | -75.4% | -35.4% |
| 1Y | -12.7% | +74.7% | -87.4% | -31.6% |
| 3Y | +26.7% | +205.8% | -179.2% | -25.1% |
| All | -31.3% | +145.1% | -176.4% | -56.2% |
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 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