+27.5%
BABA vs SIRI
0.0%
+27.6%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.1% | -0.4% |
| 7D | -0.2% | +4.3% | -4.4% | -1.2% |
| 30D | -12.3% | -2.8% | -9.4% | -11.8% |
| 3M | -5.3% | +5.9% | -11.2% | -6.9% |
| 6M | -13.1% | +31.9% | -45.0% | -19.0% |
| YTD | -22.4% | +48.7% | -71.1% | -30.0% |
| 1Y | -19.5% | +23.2% | -42.7% | -24.3% |
| 3Y | +32.9% | -23.9% | +56.8% | +33.2% |
| 5Y | -29.9% | -43.4% | +13.5% | -27.3% |
| 10Y | +16.7% | -13.6% | +30.3% | -8.4% |
| All | +27.5% | 0.0% | +27.6% | -9.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling