-33.4%
BABA vs SBAC
-40.1%
+6.7%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.6% | -3.1% | -2.7% |
| 7D | +2.4% | +3.6% | -1.3% | +1.5% |
| 30D | -7.8% | +4.9% | -12.7% | -8.9% |
| 3M | -22.4% | +6.5% | -28.8% | -23.7% |
| 6M | -26.0% | -11.1% | -14.9% | -24.3% |
| YTD | -29.3% | +0.9% | -30.2% | -30.3% |
| 1Y | -37.5% | -1.6% | -36.0% | -38.1% |
| 3Y | +31.9% | -7.0% | +38.9% | +29.2% |
| 5Y | -33.4% | -39.2% | +5.8% | -30.2% |
| All | -33.4% | -40.1% | +6.7% | -30.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling