-28.3%
BABA vs SITM
+42.2%
-70.5%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +17.4% | -16.2% | -1.9% |
| 7D | +11.6% | -6.7% | +18.4% | +12.2% |
| 30D | +2.3% | -37.3% | +39.6% | +10.4% |
| 3M | -13.7% | -39.4% | +25.7% | -7.2% |
| 6M | -21.9% | -33.1% | +11.2% | -20.4% |
| YTD | -24.6% | +18.0% | -42.7% | -33.4% |
| 1Y | -34.1% | +22.7% | -56.8% | -42.7% |
| 3Y | +36.3% | +283.8% | -247.5% | -20.4% |
| All | -28.3% | +42.2% | -70.5% | -54.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling