+1,883.6%
STX vs BABA
+16.2%
+1,867.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.3% | -2.5% | -1.5% |
| 7D | -28.5% | +11.6% | -40.1% | -30.5% |
| 30D | -42.9% | +2.3% | -45.2% | -43.4% |
| 3M | -45.9% | -13.7% | -32.2% | -44.4% |
| 6M | -41.3% | -21.9% | -19.4% | -38.7% |
| YTD | +67.9% | -24.6% | +92.6% | +76.0% |
| 1Y | +66.5% | -34.1% | +100.6% | +79.9% |
| 3Y | +588.0% | +36.3% | +551.7% | +507.6% |
| 5Y | +449.1% | -26.7% | +475.8% | +439.5% |
| All | +1,883.6% | +16.2% | +1,867.4% | +1,446.0% |
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