-37.5%
BABA vs SBAC
+0.4%
-37.9%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.6% | -3.1% | -2.6% |
| 7D | +2.4% | +3.6% | -1.3% | +2.1% |
| 30D | -7.8% | +4.9% | -12.7% | -8.0% |
| 3M | -22.4% | +6.5% | -28.8% | -22.8% |
| 6M | -26.0% | -11.1% | -14.9% | -26.2% |
| YTD | -29.3% | +0.9% | -30.2% | -31.5% |
| 1Y | -37.5% | -1.6% | -36.0% | -40.7% |
| All | -37.5% | +0.4% | -37.9% | -40.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling