+28.2%
BABA vs SCHG
+515.8%
-487.7%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.9% | +2.1% | +2.0% |
| 7D | -4.8% | -0.7% | -4.1% | -4.2% |
| 30D | -11.9% | +0.2% | -12.1% | -12.2% |
| 3M | -9.3% | +2.2% | -11.5% | -11.1% |
| 6M | -14.2% | +15.0% | -29.3% | -24.1% |
| YTD | -22.0% | +9.2% | -31.2% | -27.8% |
| 1Y | -12.7% | +15.7% | -28.4% | -23.0% |
| 3Y | +26.7% | +87.3% | -60.6% | -29.8% |
| 5Y | -29.3% | +84.5% | -113.8% | -60.6% |
| 10Y | +21.2% | +448.7% | -427.5% | -78.4% |
| All | +28.2% | +515.8% | -487.7% | -79.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling