-34.0%
BABA vs SITM
+4,608.4%
-4,642.4%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +6.5% | -5.3% | +0.2% |
| 7D | -4.8% | +9.7% | -14.5% | -6.3% |
| 30D | -11.9% | +12.7% | -24.6% | -14.7% |
| 3M | -9.3% | -13.4% | +4.2% | -9.1% |
| 6M | -14.2% | +59.6% | -73.9% | -24.3% |
| YTD | -22.0% | +73.3% | -95.3% | -32.8% |
| 1Y | -12.7% | +165.5% | -178.3% | -31.4% |
| 3Y | +26.7% | +368.7% | -342.1% | -17.3% |
| 5Y | -29.3% | +172.5% | -201.8% | -53.2% |
| All | -34.0% | +4,608.4% | -4,642.4% | -68.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling