-34.3%
BABA vs SITM
+4,507.3%
-4,541.7%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.6% | -0.2% |
| 7D | -0.2% | +8.4% | -8.5% | -1.5% |
| 30D | -12.3% | -17.4% | +5.2% | -9.9% |
| 3M | -5.3% | -9.8% | +4.5% | -5.7% |
| 6M | -13.1% | +83.0% | -96.0% | -25.1% |
| YTD | -22.4% | +69.6% | -92.0% | -32.9% |
| 1Y | -19.5% | +144.9% | -164.4% | -35.8% |
| 3Y | +32.9% | +429.9% | -396.9% | -15.2% |
| 5Y | -29.9% | +169.2% | -199.0% | -53.5% |
| All | -34.3% | +4,507.3% | -4,541.7% | -69.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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