-36.8%
BABA vs SE
+379.8%
-416.6%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +2.9% | -6.7% | -4.6% |
| 7D | +3.8% | +3.3% | +0.5% | +2.7% |
| 30D | -5.4% | -18.2% | +12.8% | -0.1% |
| 3M | -17.9% | -31.3% | +13.3% | -9.5% |
| 6M | -24.1% | -10.1% | -14.0% | -23.3% |
| YTD | -27.4% | -38.9% | +11.4% | -18.7% |
| 1Y | -36.1% | -48.0% | +11.9% | -25.2% |
| 3Y | +35.4% | +78.8% | -43.5% | +3.1% |
| 5Y | -30.1% | -77.1% | +47.0% | -17.2% |
| All | -36.8% | +379.8% | -416.6% | -64.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling