+15.7%
BABA vs SHAK
+111.2%
-95.5%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.6% | -0.9% | -2.2% |
| 7D | +2.4% | +8.2% | -5.9% | +0.6% |
| 30D | -7.8% | +13.5% | -21.2% | -10.2% |
| 3M | -22.4% | +6.2% | -28.6% | -23.8% |
| 6M | -26.0% | +8.2% | -34.2% | -28.2% |
| YTD | -29.3% | -6.5% | -22.8% | -30.6% |
| 1Y | -37.5% | -19.2% | -18.3% | -36.9% |
| 3Y | +31.9% | +37.9% | -6.0% | +9.8% |
| 5Y | -33.4% | -9.5% | -24.0% | -41.7% |
| 10Y | +15.7% | +106.2% | -90.5% | -23.3% |
| All | +15.7% | +111.2% | -95.5% | -23.3% |
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