+596.2%
STX vs BABA
+32.7%
+563.6%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.3% | +2.6% | -18.9% | -16.7% |
| 7D | -33.4% | +8.6% | -42.0% | -34.5% |
| 30D | -42.1% | -1.1% | -41.0% | -42.1% |
| 3M | -44.3% | -15.9% | -28.3% | -42.8% |
| 6M | -39.4% | -17.5% | -21.9% | -37.9% |
| YTD | +70.0% | -25.6% | +95.6% | +76.9% |
| 1Y | +70.2% | -33.8% | +104.0% | +80.8% |
| All | +596.2% | +32.7% | +563.6% | +552.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling