-34.4%
BABA vs SE
+366.0%
-400.4%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.1% | +1.2% |
| 7D | +11.6% | +2.0% | +9.6% | +10.9% |
| 30D | +2.3% | -20.0% | +22.3% | +8.8% |
| 3M | -13.7% | -31.8% | +18.1% | -4.5% |
| 6M | -21.9% | -15.9% | -6.0% | -19.6% |
| YTD | -24.6% | -40.6% | +16.0% | -14.8% |
| 1Y | -34.1% | -50.7% | +16.6% | -21.6% |
| 3Y | +36.3% | +70.3% | -34.0% | +5.4% |
| 5Y | -26.7% | -78.8% | +52.1% | -11.5% |
| All | -34.4% | +366.0% | -400.4% | -63.0% |
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