-30.5%
BABA vs SCHG
+82.0%
-112.6%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.7% | -2.2% | -2.3% |
| 7D | -2.2% | -0.9% | -1.3% | -1.5% |
| 30D | -17.3% | -2.3% | -15.0% | -15.9% |
| 3M | -7.8% | +4.5% | -12.3% | -11.2% |
| 6M | -16.8% | +13.6% | -30.3% | -25.1% |
| YTD | -24.7% | +7.6% | -32.2% | -29.1% |
| 1Y | -24.9% | +13.0% | -38.0% | -32.1% |
| 3Y | +29.1% | +87.0% | -57.9% | -27.9% |
| 5Y | -30.5% | +82.9% | -113.4% | -62.1% |
| All | -30.5% | +82.0% | -112.6% | -62.1% |
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 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