-34.1%
BABA vs SIMO
+67.0%
-101.1%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.2% | -2.9% | +1.2% |
| 7D | +11.6% | -22.0% | +33.6% | +12.0% |
| 30D | +2.3% | -43.0% | +45.3% | +3.4% |
| 3M | -13.7% | -39.1% | +25.4% | -13.0% |
| 6M | -21.9% | -33.3% | +11.4% | -21.7% |
| YTD | -24.6% | +77.0% | -101.6% | -25.0% |
| 1Y | -34.1% | +73.0% | -107.1% | -34.4% |
| All | -34.1% | +67.0% | -101.1% | -34.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling