+32.9%
BABA vs SCHG
+88.4%
-55.4%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | 0.0% |
| 7D | -0.2% | -0.1% | -0.1% | -0.2% |
| 30D | -12.3% | -1.5% | -10.8% | -11.5% |
| 3M | -5.3% | +4.4% | -9.7% | -8.0% |
| 6M | -13.1% | +15.7% | -28.8% | -20.6% |
| YTD | -22.4% | +8.3% | -30.7% | -26.4% |
| 1Y | -19.5% | +14.2% | -33.7% | -25.7% |
| 3Y | +32.9% | +88.3% | -55.3% | -8.6% |
| All | +32.9% | +88.4% | -55.4% | -8.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling