+15.7%
BABA vs SIRI
-5.0%
+20.7%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.3% | -1.2% | -2.3% |
| 7D | +2.4% | +5.5% | -3.2% | +1.2% |
| 30D | -7.8% | +22.6% | -30.4% | -11.6% |
| 3M | -22.4% | +12.9% | -35.3% | -24.5% |
| 6M | -26.0% | +22.3% | -48.2% | -29.4% |
| YTD | -29.3% | +67.8% | -97.1% | -37.3% |
| 1Y | -37.5% | +54.6% | -92.1% | -43.6% |
| 3Y | +31.9% | -21.4% | +53.3% | +33.1% |
| 5Y | -33.4% | -39.2% | +5.8% | -31.6% |
| 10Y | +15.7% | -5.2% | +20.9% | +4.7% |
| All | +15.7% | -5.0% | +20.7% | +4.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 10y: compounded portfolio wealth divided by compounded SIRI 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…
10y analysis · Full analysis span regression · 6 months rolling