+35.4%
BABA vs SIMO
+230.1%
-194.7%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +5.7% | -9.4% | -4.2% |
| 7D | +3.8% | -8.2% | +12.0% | +4.3% |
| 30D | -5.4% | -34.6% | +29.2% | -1.8% |
| 3M | -17.9% | -32.6% | +14.7% | -15.7% |
| 6M | -24.1% | -31.8% | +7.7% | -23.4% |
| YTD | -27.4% | +87.6% | -115.1% | -41.9% |
| 1Y | -36.1% | +86.7% | -122.7% | -48.9% |
| 3Y | +35.4% | +227.4% | -192.1% | -7.3% |
| All | +35.4% | +230.1% | -194.7% | -7.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling