-39.8%
BABA vs SE
-78.2%
+38.4%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -8.7% |
| 3M | -22.7% | -38.9% | +16.2% | -9.8% |
| 6M | -34.7% | -19.4% | -15.3% | -31.3% |
| YTD | -35.0% | -40.9% | +5.9% | -25.4% |
| 1Y | -40.4% | -46.2% | +5.8% | -29.6% |
| 3Y | +21.9% | +63.7% | -41.8% | -10.1% |
| All | -39.8% | -78.2% | +38.4% | -27.4% |
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