-45.0%
BABA vs SITM
+3,519.6%
-3,564.6%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -0.4% | -6.6% | -7.0% |
| 7D | -12.7% | +32.5% | -45.2% | -16.9% |
| 30D | -14.9% | -18.8% | +3.9% | -12.9% |
| 3M | -24.6% | -30.9% | +6.2% | -21.5% |
| 6M | -29.3% | -44.5% | +15.1% | -25.0% |
| YTD | -35.0% | +33.2% | -68.3% | -42.4% |
| 1Y | -39.7% | +53.8% | -93.5% | -48.2% |
| 3Y | +21.2% | +335.7% | -314.5% | -21.3% |
| 5Y | -39.9% | +84.6% | -124.5% | -58.2% |
| All | -45.0% | +3,519.6% | -3,564.6% | -73.4% |
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