+28.2%
BABA vs SFM
+155.3%
-127.1%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.9% | -1.6% | +1.1% |
| 7D | -4.8% | -0.1% | -4.7% | -4.8% |
| 30D | -11.9% | -4.4% | -7.5% | -11.7% |
| 3M | -9.3% | +1.5% | -10.8% | -9.5% |
| 6M | -14.2% | +6.5% | -20.7% | -14.9% |
| YTD | -22.0% | +2.2% | -24.2% | -22.4% |
| 1Y | -12.7% | -41.9% | +29.2% | -10.2% |
| 3Y | +26.7% | +106.8% | -80.1% | +16.6% |
| 5Y | -29.3% | +231.6% | -260.9% | -37.9% |
| 10Y | +21.2% | +258.4% | -237.2% | +2.7% |
| All | +28.2% | +155.3% | -127.1% | +11.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling