+1,019.5%
STX vs BABA
-30.9%
+1,050.4%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.3% | +5.1% | +6.1% |
| 7D | +2.4% | -4.8% | +7.1% | +3.2% |
| 30D | +1.4% | -11.9% | +13.3% | +3.3% |
| 3M | -8.2% | -9.3% | +1.0% | -7.2% |
| 6M | +127.0% | -14.2% | +141.3% | +131.0% |
| YTD | +209.1% | -22.0% | +231.2% | +219.4% |
| 1Y | +365.4% | -12.7% | +378.1% | +372.7% |
| 3Y | +1,135.4% | +26.7% | +1,108.7% | +1,052.0% |
| All | +1,019.5% | -30.9% | +1,050.4% | +969.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling