+11.7%
BABA vs SHAK
+97.6%
-85.9%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.2% | -3.1% | -0.6% |
| 7D | -13.8% | +4.3% | -18.1% | -14.6% |
| 30D | -15.1% | +9.0% | -24.1% | -16.7% |
| 3M | -22.7% | +1.8% | -24.6% | -23.4% |
| 6M | -34.7% | +17.3% | -52.0% | -37.6% |
| YTD | -35.0% | -7.6% | -27.4% | -36.1% |
| 1Y | -40.4% | -16.9% | -23.5% | -40.2% |
| 3Y | +21.9% | +35.1% | -13.1% | +2.0% |
| 5Y | -39.9% | -11.3% | -28.6% | -47.2% |
| All | +11.7% | +97.6% | -85.9% | -26.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SHAK.
Daily Out/Under-Performance
Portfolio return minus SHAK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHAK 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 SHAK 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