-28.3%
BABA vs SFM
+105.4%
-133.6%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.8% | +6.1% | +1.5% |
| 7D | +11.6% | -1.2% | +12.8% | +11.7% |
| 30D | +2.3% | -24.8% | +27.1% | +3.2% |
| 3M | -13.7% | -43.7% | +30.0% | -12.1% |
| 6M | -21.9% | -37.3% | +15.4% | -20.9% |
| YTD | -24.6% | -38.4% | +13.7% | -23.6% |
| 1Y | -34.1% | -36.9% | +2.8% | -33.3% |
| 3Y | +36.3% | +20.7% | +15.6% | +26.0% |
| All | -28.3% | +105.4% | -133.6% | -35.4% |
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