+15.8%
BABA vs SBAC
+97.3%
-81.4%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.5% | -4.2% | -3.8% |
| 7D | +3.8% | +3.0% | +0.9% | +3.1% |
| 30D | -5.4% | +4.3% | -9.7% | -6.4% |
| 3M | -17.9% | +4.1% | -22.1% | -18.9% |
| 6M | -24.1% | -11.6% | -12.5% | -22.3% |
| YTD | -27.4% | +0.4% | -27.8% | -28.6% |
| 1Y | -36.1% | -1.1% | -35.0% | -36.9% |
| 3Y | +35.4% | -7.3% | +42.6% | +33.1% |
| 5Y | -30.1% | -40.8% | +10.7% | -22.9% |
| 10Y | +15.8% | +103.0% | -87.1% | -6.8% |
| All | +15.8% | +97.3% | -81.4% | -6.8% |
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