+28.2%
BABA vs SGI
+402.6%
-374.5%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.8% | +1.2% |
| 7D | -4.8% | +8.5% | -13.3% | -6.4% |
| 30D | -11.9% | +0.7% | -12.6% | -12.2% |
| 3M | -9.3% | +0.6% | -9.9% | -10.0% |
| 6M | -14.2% | -17.9% | +3.7% | -11.5% |
| YTD | -22.0% | -21.2% | -0.9% | -19.1% |
| 1Y | -12.7% | -18.9% | +6.1% | -10.3% |
| 3Y | +26.7% | +52.6% | -26.0% | +11.6% |
| 5Y | -29.3% | +60.7% | -90.1% | -40.6% |
| 10Y | +21.2% | +278.1% | -256.9% | -17.8% |
| All | +28.2% | +402.6% | -374.5% | -18.4% |
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 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