+11.7%
BABA vs SGI
+319.5%
-307.8%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | 0.0% |
| 7D | -13.8% | -5.3% | -8.5% | -12.8% |
| 30D | -15.1% | -2.1% | -13.0% | -14.9% |
| 3M | -22.7% | -8.2% | -14.6% | -21.6% |
| 6M | -34.7% | -4.6% | -30.1% | -34.8% |
| YTD | -35.0% | -31.5% | -3.6% | -30.6% |
| 1Y | -40.4% | -30.8% | -9.6% | -36.6% |
| 3Y | +21.9% | +67.2% | -45.3% | +4.8% |
| 5Y | -39.9% | +42.5% | -82.4% | -48.6% |
| All | +11.7% | +319.5% | -307.8% | -24.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 10y: compounded portfolio wealth divided by compounded SGI 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…
10y analysis · Full analysis span regression · 6 months rolling