+92.7%
STX vs BABA
-37.8%
+130.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -1.2% | +11.2% | +10.1% |
| 7D | -1.0% | -3.6% | +2.6% | -0.7% |
| 30D | -26.8% | -8.4% | -18.4% | -25.7% |
| 3M | -32.7% | -20.6% | -12.1% | -30.2% |
| 6M | -33.7% | -25.4% | -8.4% | -30.3% |
| YTD | +101.0% | -30.1% | +131.1% | +113.7% |
| 1Y | +92.7% | -36.3% | +129.0% | +115.7% |
| All | +92.7% | -37.8% | +130.5% | +115.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling