-31.3%
BABA vs SE
-68.6%
+37.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.9% | +2.2% | +1.6% |
| 7D | -4.8% | -6.1% | +1.3% | -2.8% |
| 30D | -11.9% | -2.5% | -9.4% | -11.9% |
| 3M | -9.3% | +21.7% | -31.0% | -16.0% |
| 6M | -14.2% | +27.0% | -41.2% | -22.5% |
| YTD | -22.0% | -12.1% | -9.9% | -21.0% |
| 1Y | -12.7% | -40.9% | +28.2% | +0.5% |
| 3Y | +26.7% | +191.0% | -164.3% | -23.7% |
| All | -31.3% | -68.6% | +37.3% | -24.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling