-29.9%
BABA vs SITM
+168.3%
-198.1%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.6% | -0.1% |
| 7D | -0.2% | +8.4% | -8.5% | -1.7% |
| 30D | -12.3% | -17.4% | +5.2% | -9.5% |
| 3M | -5.3% | -9.8% | +4.5% | -5.8% |
| 6M | -13.1% | +83.0% | -96.0% | -27.3% |
| YTD | -22.4% | +69.6% | -92.0% | -34.8% |
| 1Y | -19.5% | +144.9% | -164.4% | -38.9% |
| 3Y | +32.9% | +429.9% | -396.9% | -25.1% |
| 5Y | -29.9% | +169.2% | -199.0% | -58.4% |
| All | -29.9% | +168.3% | -198.1% | -58.4% |
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 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