-43.4%
BABA vs SE
+363.8%
-407.2%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.3% |
| 7D | -13.8% | -0.5% | -13.3% | -13.7% |
| 30D | -15.1% | -20.9% | +5.8% | -9.5% |
| 3M | -22.7% | -38.9% | +16.2% | -11.4% |
| 6M | -34.7% | -19.4% | -15.3% | -31.6% |
| YTD | -35.0% | -40.9% | +5.9% | -26.5% |
| 1Y | -40.4% | -46.2% | +5.8% | -30.9% |
| 3Y | +21.9% | +63.7% | -41.8% | -4.6% |
| 5Y | -39.9% | -77.9% | +38.0% | -28.1% |
| All | -43.4% | +363.8% | -407.2% | -68.1% |
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