+22.3%
BABA vs STT
+200.0%
-177.7%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -4.7% | +7.4% | +4.3% |
| 7D | +8.6% | -4.9% | +13.5% | +10.4% |
| 30D | -1.1% | -6.0% | +4.9% | +0.9% |
| 3M | -15.9% | -11.7% | -4.3% | -12.5% |
| 6M | -17.5% | +11.7% | -29.2% | -21.2% |
| YTD | -25.6% | +30.4% | -56.0% | -32.9% |
| 1Y | -33.8% | +43.9% | -77.8% | -42.4% |
| 3Y | +34.6% | +165.4% | -130.8% | -7.5% |
| 5Y | -27.7% | +101.0% | -128.7% | -46.5% |
| 10Y | +17.7% | +210.7% | -193.0% | -30.3% |
| All | +22.3% | +200.0% | -177.7% | -28.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling