-35.7%
BABA vs SFM
+111.2%
-146.9%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.5% | -4.6% | -1.3% |
| 7D | -3.6% | -7.1% | +3.5% | -3.3% |
| 30D | -8.4% | -21.4% | +13.0% | -7.7% |
| 3M | -20.6% | -40.1% | +19.5% | -19.3% |
| 6M | -25.4% | -38.0% | +12.6% | -24.3% |
| YTD | -30.1% | -36.5% | +6.4% | -29.2% |
| 1Y | -36.3% | -35.2% | -1.1% | -35.6% |
| 3Y | +30.4% | +23.5% | +6.9% | +20.4% |
| 5Y | -35.7% | +109.7% | -145.4% | -43.7% |
| All | -35.7% | +111.2% | -146.9% | -43.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling