+1,248.0%
STX vs BABA
+23.9%
+1,224.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.3% | +2.6% | -18.9% | -16.9% |
| 7D | -33.4% | +8.6% | -42.0% | -34.9% |
| 30D | -42.1% | -1.1% | -41.0% | -42.1% |
| 3M | -44.3% | -15.9% | -28.3% | -42.3% |
| 6M | -39.4% | -17.5% | -21.9% | -37.4% |
| YTD | +70.0% | -25.6% | +95.6% | +78.9% |
| 1Y | +70.2% | -33.8% | +104.0% | +84.1% |
| 3Y | +585.2% | +34.6% | +550.5% | +503.7% |
| 5Y | +455.7% | -27.7% | +483.3% | +441.6% |
| 10Y | +2,007.9% | +17.7% | +1,990.2% | +1,520.7% |
| All | +1,248.0% | +23.9% | +1,224.1% | +819.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling