+22.3%
BABA vs SIMO
+667.5%
-645.2%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -14.4% | +17.0% | +5.2% |
| 7D | +8.6% | -31.4% | +40.0% | +15.4% |
| 30D | -1.1% | -45.2% | +44.1% | +9.0% |
| 3M | -15.9% | -36.5% | +20.6% | -11.2% |
| 6M | -17.5% | -34.2% | +16.6% | -15.7% |
| YTD | -25.6% | +69.9% | -95.5% | -41.3% |
| 1Y | -33.8% | +60.4% | -94.2% | -47.1% |
| 3Y | +34.6% | +203.1% | -168.5% | -10.6% |
| 5Y | -27.7% | +145.4% | -173.1% | -51.6% |
| 10Y | +17.7% | +368.9% | -351.2% | -37.3% |
| All | +22.3% | +667.5% | -645.2% | -40.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling