+487.4%
STX vs BABA
-30.9%
+518.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -3.7% | +13.5% | +10.4% |
| 7D | -14.8% | +3.8% | -18.6% | -15.6% |
| 30D | -35.4% | -5.4% | -30.0% | -34.9% |
| 3M | -37.7% | -17.9% | -19.7% | -35.8% |
| 6M | -35.2% | -24.1% | -11.2% | -32.7% |
| YTD | +84.4% | -27.4% | +111.8% | +92.6% |
| 1Y | +82.3% | -36.1% | +118.3% | +94.7% |
| 3Y | +646.2% | +35.4% | +610.9% | +585.0% |
| 5Y | +487.4% | -30.1% | +517.5% | +453.2% |
| All | +487.4% | -30.9% | +518.4% | +453.2% |
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