+17.6%
BABA vs SBAC
+78.4%
-60.8%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.1% | +2.4% | +1.5% |
| 7D | -4.8% | -0.8% | -4.0% | -4.6% |
| 30D | -11.9% | +6.9% | -18.8% | -13.4% |
| 3M | -9.3% | -8.2% | -1.0% | -7.7% |
| 6M | -14.2% | -1.6% | -12.6% | -14.8% |
| YTD | -22.0% | -0.1% | -21.9% | -23.0% |
| 1Y | -12.7% | -0.5% | -12.3% | -14.0% |
| 3Y | +26.7% | -9.1% | +35.7% | +25.1% |
| 5Y | -29.3% | -43.8% | +14.4% | -20.8% |
| All | +17.6% | +78.4% | -60.8% | -6.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 10y: compounded portfolio wealth divided by compounded SBAC 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…
10y analysis · Full analysis span regression · 6 months rolling