-31.3%
BABA vs SIMO
+269.6%
-300.9%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +8.7% | -7.4% | 0.0% |
| 7D | -4.8% | +4.2% | -9.0% | -5.4% |
| 30D | -11.9% | +4.1% | -16.0% | -13.1% |
| 3M | -9.3% | -12.9% | +3.6% | -9.2% |
| 6M | -14.2% | +110.3% | -124.6% | -29.6% |
| YTD | -22.0% | +178.6% | -200.6% | -41.1% |
| 1Y | -12.7% | +220.0% | -232.7% | -36.4% |
| 3Y | +26.7% | +409.0% | -382.4% | -20.6% |
| All | -31.3% | +269.6% | -300.9% | -55.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling