-24.9%
BABA vs SITM
+140.0%
-165.0%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.5% | -1.4% | -2.8% |
| 7D | -2.2% | +3.7% | -5.9% | -2.4% |
| 30D | -17.3% | -14.5% | -2.8% | -16.5% |
| 3M | -7.8% | -10.6% | +2.8% | -7.8% |
| 6M | -16.8% | +65.5% | -82.3% | -23.4% |
| YTD | -24.7% | +67.0% | -91.7% | -30.8% |
| 1Y | -24.9% | +138.6% | -163.6% | -29.9% |
| All | -24.9% | +140.0% | -165.0% | -29.9% |
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