+2,351.9%
STX vs BABA
+29.8%
+2,322.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.3% | +5.1% | +6.1% |
| 7D | +2.4% | -4.8% | +7.1% | +3.5% |
| 30D | +1.4% | -11.9% | +13.3% | +4.0% |
| 3M | -8.2% | -9.3% | +1.0% | -6.8% |
| 6M | +127.0% | -14.2% | +141.3% | +132.3% |
| YTD | +209.1% | -22.0% | +231.2% | +222.7% |
| 1Y | +365.4% | -12.7% | +378.1% | +373.0% |
| 3Y | +1,135.4% | +26.7% | +1,108.7% | +1,008.7% |
| 5Y | +991.5% | -29.3% | +1,020.8% | +972.4% |
| 10Y | +3,695.8% | +21.2% | +3,674.6% | +2,807.4% |
| All | +2,351.9% | +29.8% | +2,322.1% | +1,558.3% |
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