+15.7%
BABA vs SGI
+356.4%
-340.7%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -5.3% | +2.7% | -1.4% |
| 7D | +2.4% | -3.9% | +6.3% | +3.1% |
| 30D | -7.8% | +0.9% | -8.7% | -8.2% |
| 3M | -22.4% | -2.9% | -19.5% | -22.2% |
| 6M | -26.0% | -9.0% | -17.0% | -25.4% |
| YTD | -29.3% | -29.2% | -0.1% | -25.1% |
| 1Y | -37.5% | -32.3% | -5.3% | -33.2% |
| 3Y | +31.9% | +72.4% | -40.5% | +12.7% |
| 5Y | -33.4% | +50.6% | -84.1% | -43.7% |
| 10Y | +15.7% | +335.2% | -319.5% | -21.4% |
| All | +15.7% | +356.4% | -340.7% | -21.4% |
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