+11.7%
BABA vs SBAC
+114.8%
-103.1%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.5% | -0.3% |
| 7D | -13.8% | +0.6% | -14.4% | -13.9% |
| 30D | -15.1% | +5.5% | -20.6% | -16.2% |
| 3M | -22.7% | +3.1% | -25.8% | -23.5% |
| 6M | -34.7% | -7.0% | -27.7% | -33.9% |
| YTD | -35.0% | +0.5% | -35.5% | -36.0% |
| 1Y | -40.4% | +0.2% | -40.6% | -41.4% |
| 3Y | +21.9% | -7.4% | +29.3% | +20.0% |
| 5Y | -39.9% | -39.7% | -0.2% | -34.0% |
| All | +11.7% | +114.8% | -103.1% | -7.9% |
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