-17.5%
BABA vs SFM
-35.8%
+18.2%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -5.1% | +7.8% | +2.7% |
| 7D | +8.6% | +7.5% | +1.1% | +8.6% |
| 30D | -1.1% | -20.8% | +19.7% | -1.6% |
| 3M | -15.9% | -39.4% | +23.5% | -17.4% |
| 6M | -17.5% | -34.5% | +16.9% | -19.1% |
| All | -17.5% | -35.8% | +18.2% | -19.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling