+15.8%
BABA vs SFM
+146.8%
-131.0%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.0% | -4.7% | -3.8% |
| 7D | +3.8% | -10.2% | +14.1% | +4.3% |
| 30D | -5.4% | -23.9% | +18.5% | -4.4% |
| 3M | -17.9% | -42.3% | +24.3% | -16.2% |
| 6M | -24.1% | -40.1% | +16.1% | -22.6% |
| YTD | -27.4% | -37.8% | +10.3% | -26.3% |
| 1Y | -36.1% | -37.1% | +1.0% | -35.1% |
| 3Y | +35.4% | +21.5% | +13.8% | +29.2% |
| 5Y | -30.1% | +103.8% | -133.9% | -35.6% |
| 10Y | +15.8% | +142.0% | -126.1% | +4.0% |
| All | +15.8% | +146.8% | -131.0% | +4.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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