-39.9%
BABA vs SCHG
+72.8%
-112.7%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -0.3% | -6.8% | -6.8% |
| 7D | -12.7% | +4.6% | -17.3% | -16.0% |
| 30D | -14.9% | -6.2% | -8.7% | -10.7% |
| 3M | -24.6% | -3.5% | -21.1% | -22.9% |
| 6M | -29.3% | +0.9% | -30.3% | -30.4% |
| YTD | -35.0% | +5.6% | -40.6% | -38.3% |
| 1Y | -39.7% | +4.4% | -44.1% | -42.3% |
| 3Y | +21.2% | +80.1% | -58.9% | -31.0% |
| 5Y | -39.9% | +71.3% | -111.1% | -65.7% |
| All | -39.9% | +72.8% | -112.7% | -65.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling