-12.7%
BABA vs SE
-38.5%
+25.8%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.9% | +2.2% | +1.5% |
| 7D | -4.8% | -6.1% | +1.3% | -3.5% |
| 30D | -11.9% | -2.5% | -9.4% | -11.8% |
| 3M | -9.3% | +21.7% | -31.0% | -13.8% |
| 6M | -14.2% | +27.0% | -41.2% | -20.3% |
| YTD | -22.0% | -12.1% | -9.9% | -21.8% |
| 1Y | -12.7% | -40.9% | +28.2% | +1.4% |
| All | -12.7% | -38.5% | +25.8% | +1.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SE.
Daily Out/Under-Performance
Portfolio return minus SE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SE 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 1y: compounded portfolio wealth divided by compounded SE 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…
1y analysis · Full analysis span regression · 6 months rolling