-28.3%
BABA vs SE
-78.9%
+50.6%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.1% | +1.2% |
| 7D | +11.6% | +2.0% | +9.6% | +10.8% |
| 30D | +2.3% | -20.0% | +22.3% | +9.7% |
| 3M | -13.7% | -31.8% | +18.1% | -3.4% |
| 6M | -21.9% | -15.9% | -6.0% | -19.4% |
| YTD | -24.6% | -40.6% | +16.0% | -13.5% |
| 1Y | -34.1% | -50.7% | +16.6% | -19.8% |
| 3Y | +36.3% | +70.3% | -34.0% | -0.9% |
| All | -28.3% | -78.9% | +50.6% | -8.9% |
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