+17.1%
BABA vs SIMO
+379.7%
-362.6%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.2% | -2.9% | +0.5% |
| 7D | +11.6% | -22.0% | +33.6% | +15.9% |
| 30D | +2.3% | -43.0% | +45.3% | +12.0% |
| 3M | -13.7% | -39.1% | +25.4% | -7.9% |
| 6M | -21.9% | -33.3% | +11.4% | -20.5% |
| YTD | -24.6% | +77.0% | -101.6% | -41.7% |
| 1Y | -34.1% | +73.0% | -107.1% | -48.8% |
| 3Y | +36.3% | +215.7% | -179.5% | -12.5% |
| 5Y | -26.7% | +155.6% | -182.4% | -52.7% |
| All | +17.1% | +379.7% | -362.6% | -41.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO 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 SIMO 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