+22.3%
BABA vs SLB
-34.0%
+56.3%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.7% | +6.4% | +3.4% |
| 7D | +8.6% | -7.7% | +16.3% | +10.3% |
| 30D | -1.1% | -0.7% | -0.4% | -1.2% |
| 3M | -15.9% | 0.0% | -15.9% | -16.3% |
| 6M | -17.5% | -10.4% | -7.1% | -16.3% |
| YTD | -25.6% | +31.5% | -57.1% | -30.7% |
| 1Y | -33.8% | +39.1% | -73.0% | -39.2% |
| 3Y | +34.6% | -5.7% | +40.3% | +32.2% |
| 5Y | -27.7% | +65.4% | -93.1% | -38.6% |
| 10Y | +17.7% | -15.6% | +33.3% | +15.7% |
| All | +22.3% | -34.0% | +56.3% | +25.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SLB.
Daily Out/Under-Performance
Portfolio return minus SLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SLB 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 SLB 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