+22.3%
BABA vs SBAC
+88.5%
-66.1%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.2% | +3.9% | +3.0% |
| 7D | +8.6% | +4.4% | +4.1% | +7.3% |
| 30D | -1.1% | +13.8% | -14.9% | -4.4% |
| 3M | -15.9% | +9.0% | -24.9% | -18.0% |
| 6M | -17.5% | -10.0% | -7.5% | -15.8% |
| YTD | -25.6% | +1.8% | -27.4% | -27.2% |
| 1Y | -33.8% | +1.1% | -35.0% | -35.2% |
| 3Y | +34.6% | -9.5% | +44.1% | +33.3% |
| 5Y | -27.7% | -39.0% | +11.4% | -20.3% |
| 10Y | +17.7% | +101.1% | -83.4% | -17.3% |
| All | +22.3% | +88.5% | -66.1% | -16.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling