-29.9%
BABA vs SHAK
-22.1%
-7.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.9% | +2.4% | +0.1% |
| 7D | -0.2% | -0.3% | +0.2% | -0.1% |
| 30D | -12.3% | -5.2% | -7.0% | -11.3% |
| 3M | -5.3% | +27.3% | -32.6% | -11.3% |
| 6M | -13.1% | -27.9% | +14.8% | -8.5% |
| YTD | -22.4% | -17.0% | -5.5% | -21.8% |
| 1Y | -19.5% | -30.9% | +11.5% | -15.2% |
| 3Y | +32.9% | +3.4% | +29.6% | +8.7% |
| 5Y | -29.9% | -20.5% | -9.4% | -46.2% |
| All | -29.9% | -22.1% | -7.8% | -46.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling