+23.9%
BABA vs SFM
+54.0%
-30.1%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.8% | +6.1% | +1.6% |
| 7D | +11.6% | -1.2% | +12.8% | +11.7% |
| 30D | +2.3% | -24.8% | +27.1% | +3.7% |
| 3M | -13.7% | -43.7% | +30.0% | -11.1% |
| 6M | -21.9% | -37.3% | +15.4% | -20.2% |
| YTD | -24.6% | -38.4% | +13.7% | -23.0% |
| 1Y | -34.1% | -36.9% | +2.8% | -32.8% |
| 3Y | +36.3% | +20.7% | +15.6% | +29.1% |
| 5Y | -26.7% | +103.5% | -130.2% | -34.0% |
| 10Y | +19.2% | +139.7% | -120.5% | +2.6% |
| All | +23.9% | +54.0% | -30.1% | +10.8% |
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