+27.1%
BABA vs SIMO
+418.6%
-391.4%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +8.7% | -7.4% | +0.3% |
| 7D | -4.8% | +4.2% | -9.0% | -5.3% |
| 30D | -11.9% | +4.1% | -16.0% | -12.8% |
| 3M | -9.3% | -12.9% | +3.6% | -9.1% |
| 6M | -14.2% | +110.3% | -124.6% | -27.6% |
| YTD | -22.0% | +178.6% | -200.6% | -39.8% |
| 1Y | -12.7% | +220.0% | -232.7% | -35.1% |
| All | +27.1% | +418.6% | -391.4% | -22.0% |
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