+15.2%
BABA vs SCHG
+459.0%
-443.8%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.2% | 0.0% |
| 7D | -3.5% | -1.0% | -2.4% | -2.6% |
| 30D | -12.7% | -1.3% | -11.4% | -11.9% |
| 3M | -3.0% | +5.4% | -8.4% | -7.4% |
| 6M | -19.1% | +14.4% | -33.5% | -27.8% |
| YTD | -24.7% | +8.0% | -32.8% | -29.5% |
| 1Y | -29.0% | +12.7% | -41.8% | -35.8% |
| 3Y | +30.9% | +85.6% | -54.7% | -25.8% |
| 5Y | -30.9% | +85.5% | -116.4% | -61.2% |
| All | +15.2% | +459.0% | -443.8% | -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