+6.8%
BABA vs SGI
+336.1%
-329.3%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -3.0% | -4.1% | -6.4% |
| 7D | -12.7% | -10.7% | -2.0% | -10.7% |
| 30D | -14.9% | -3.6% | -11.3% | -14.4% |
| 3M | -24.6% | -5.4% | -19.2% | -24.1% |
| 6M | -29.3% | -7.0% | -22.3% | -29.1% |
| YTD | -35.0% | -31.6% | -3.4% | -30.7% |
| 1Y | -39.7% | -33.5% | -6.2% | -35.4% |
| 3Y | +21.2% | +66.5% | -45.3% | +4.8% |
| 5Y | -39.9% | +42.2% | -82.1% | -48.1% |
| 10Y | +7.8% | +320.9% | -313.1% | -28.0% |
| All | +6.8% | +336.1% | -329.3% | -30.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling