+17.1%
BABA vs STZ
+3.4%
+13.7%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.8% | +3.1% | +1.7% |
| 7D | +11.6% | +4.9% | +6.7% | +10.3% |
| 30D | +2.3% | +20.9% | -18.6% | -2.9% |
| 3M | -13.7% | +8.0% | -21.7% | -15.8% |
| 6M | -21.9% | -5.3% | -16.6% | -21.3% |
| YTD | -24.6% | +5.9% | -30.6% | -26.9% |
| 1Y | -34.1% | +14.2% | -48.3% | -37.5% |
| 3Y | +36.3% | -37.0% | +73.2% | +51.6% |
| 5Y | -26.7% | -29.7% | +3.0% | -21.4% |
| All | +17.1% | +3.4% | +13.7% | +13.6% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 10y: compounded portfolio wealth divided by compounded STZ 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…
10y analysis · Full analysis span regression · 6 months rolling