-40.4%
BABA vs SITM
+47.8%
-88.2%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.5% | +5.5% | +0.3% |
| 7D | -13.8% | +6.6% | -20.4% | -14.0% |
| 30D | -15.1% | -15.3% | +0.2% | -14.4% |
| 3M | -22.7% | -35.4% | +12.6% | -21.1% |
| 6M | -34.7% | -46.8% | +12.1% | -32.5% |
| YTD | -35.0% | +25.9% | -60.9% | -37.9% |
| 1Y | -40.4% | +54.0% | -94.4% | -42.3% |
| All | -40.4% | +47.8% | -88.2% | -42.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling