-30.1%
BABA vs SHAK
-7.9%
-22.2%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +7.3% | -11.0% | -5.4% |
| 7D | +3.8% | +6.5% | -2.6% | +2.1% |
| 30D | -5.4% | +15.3% | -20.7% | -8.8% |
| 3M | -17.9% | +8.5% | -26.4% | -20.1% |
| 6M | -24.1% | +10.0% | -34.1% | -27.1% |
| YTD | -27.4% | -5.0% | -22.5% | -29.6% |
| 1Y | -36.1% | -15.3% | -20.7% | -36.1% |
| 3Y | +35.4% | +40.7% | -5.3% | -4.3% |
| 5Y | -30.1% | -7.9% | -22.1% | -39.2% |
| All | -30.1% | -7.9% | -22.2% | -39.2% |
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