-39.9%
BABA vs SGI
+45.7%
-85.6%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -3.0% | -4.1% | -6.1% |
| 7D | -12.7% | -10.7% | -2.0% | -9.6% |
| 30D | -14.9% | -3.6% | -11.3% | -14.2% |
| 3M | -24.6% | -5.4% | -19.2% | -23.9% |
| 6M | -29.3% | -7.0% | -22.3% | -29.2% |
| YTD | -35.0% | -31.6% | -3.4% | -28.1% |
| 1Y | -39.7% | -33.5% | -6.2% | -32.7% |
| 3Y | +21.2% | +66.5% | -45.3% | -10.9% |
| 5Y | -39.9% | +42.2% | -82.1% | -58.9% |
| All | -39.9% | +45.7% | -85.6% | -58.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling