-35.2%
BABA vs SE
+365.4%
-400.7%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -5.7% | +8.3% | +4.3% |
| 7D | +8.6% | -1.2% | +9.8% | +8.9% |
| 30D | -1.1% | -21.7% | +20.6% | +5.9% |
| 3M | -15.9% | -34.2% | +18.3% | -6.0% |
| 6M | -17.5% | -10.5% | -7.1% | -16.6% |
| YTD | -25.6% | -40.7% | +15.1% | -15.9% |
| 1Y | -33.8% | -52.1% | +18.2% | -20.7% |
| 3Y | +34.6% | +68.9% | -34.2% | +4.4% |
| 5Y | -27.7% | -78.9% | +51.2% | -12.5% |
| All | -35.2% | +365.4% | -400.7% | -63.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling