+14.4%
BABA vs SCCO
+1,108.1%
-1,093.7%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -7.2% | +6.5% | +2.3% |
| 7D | -2.9% | -2.7% | -0.2% | -2.0% |
| 30D | -15.1% | -0.2% | -14.9% | -16.0% |
| 3M | -5.0% | +17.8% | -22.8% | -13.6% |
| 6M | -19.9% | +2.3% | -22.2% | -23.3% |
| YTD | -25.3% | +41.6% | -66.9% | -39.7% |
| 1Y | -23.9% | +101.9% | -125.8% | -48.1% |
| 3Y | +28.1% | +186.2% | -158.1% | -28.3% |
| 5Y | -31.4% | +309.7% | -341.0% | -67.9% |
| All | +14.4% | +1,108.1% | -1,093.7% | -63.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SCCO.
Daily Out/Under-Performance
Portfolio return minus SCCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCCO 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded SCCO 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling