+1,967.8%
STX vs BABA
+11.0%
+1,956.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.5% | +1.6% | -0.3% |
| 7D | -17.3% | +2.4% | -19.6% | -18.0% |
| 30D | -35.9% | -7.8% | -28.2% | -35.0% |
| 3M | -37.3% | -22.4% | -15.0% | -34.1% |
| 6M | -35.8% | -26.0% | -9.8% | -32.2% |
| YTD | +82.7% | -29.3% | +112.0% | +94.1% |
| 1Y | +71.6% | -37.5% | +109.1% | +87.5% |
| 3Y | +635.3% | +31.9% | +603.4% | +552.6% |
| 5Y | +483.8% | -33.4% | +517.2% | +487.5% |
| 10Y | +1,967.8% | +15.7% | +1,952.1% | +1,449.6% |
| All | +1,967.8% | +11.0% | +1,956.8% | +1,449.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BABA.
Daily Out/Under-Performance
Portfolio return minus BABA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BABA 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 BABA 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