+15.7%
BABA vs SFM
+138.5%
-122.8%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.4% | -1.1% | -2.5% |
| 7D | +2.4% | -6.9% | +9.2% | +2.7% |
| 30D | -7.8% | -25.0% | +17.2% | -6.8% |
| 3M | -22.4% | -42.7% | +20.4% | -20.6% |
| 6M | -26.0% | -41.0% | +15.0% | -24.5% |
| YTD | -29.3% | -38.7% | +9.4% | -28.1% |
| 1Y | -37.5% | -38.1% | +0.6% | -36.5% |
| 3Y | +31.9% | +19.3% | +12.6% | +25.9% |
| 5Y | -33.4% | +103.1% | -136.5% | -38.8% |
| 10Y | +15.7% | +131.1% | -115.4% | +2.1% |
| All | +15.7% | +138.5% | -122.8% | +2.1% |
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