+15.7%
BABA vs STZ
+11.6%
+4.1%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | 0.0% | -2.5% | -2.5% |
| 7D | +2.4% | +5.3% | -3.0% | +0.9% |
| 30D | -7.8% | +19.6% | -27.4% | -12.2% |
| 3M | -22.4% | +10.0% | -32.3% | -24.6% |
| 6M | -26.0% | -0.3% | -25.7% | -26.5% |
| YTD | -29.3% | +8.6% | -37.8% | -31.8% |
| 1Y | -37.5% | +16.6% | -54.1% | -41.1% |
| 3Y | +31.9% | -34.8% | +66.7% | +45.3% |
| 5Y | -33.4% | -27.8% | -5.6% | -29.1% |
| 10Y | +15.7% | +12.5% | +3.2% | +8.1% |
| All | +15.7% | +11.6% | +4.1% | +8.1% |
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