+11.7%
BABA vs SCHG
+432.0%
-420.3%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.7% |
| 7D | -13.8% | +2.7% | -16.5% | -15.8% |
| 30D | -15.1% | -5.2% | -9.9% | -11.7% |
| 3M | -22.7% | -5.2% | -17.6% | -19.8% |
| 6M | -34.7% | -0.6% | -34.1% | -34.8% |
| YTD | -35.0% | +4.7% | -39.7% | -37.9% |
| 1Y | -40.4% | +6.0% | -46.4% | -43.6% |
| 3Y | +21.9% | +78.9% | -57.0% | -28.9% |
| 5Y | -39.9% | +69.9% | -109.8% | -63.6% |
| All | +11.7% | +432.0% | -420.3% | -81.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 SCHG 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