+14.4%
BABA vs SHAK
+81.5%
-67.0%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.1% | +1.3% | -0.4% |
| 7D | -2.9% | -11.0% | +8.1% | -0.7% |
| 30D | -15.1% | -14.0% | -1.1% | -12.7% |
| 3M | -5.0% | +13.3% | -18.3% | -8.0% |
| 6M | -19.9% | -35.3% | +15.4% | -14.6% |
| YTD | -25.3% | -24.0% | -1.3% | -23.3% |
| 1Y | -23.9% | -36.7% | +12.8% | -19.1% |
| 3Y | +28.1% | -5.4% | +33.5% | +16.4% |
| 5Y | -31.4% | -24.9% | -6.5% | -37.6% |
| All | +14.4% | +81.5% | -67.0% | -16.2% |
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