-31.3%
BABA vs SLV
+163.9%
-195.2%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.2% | +2.5% | +1.6% |
| 7D | -4.8% | -0.3% | -4.4% | -4.7% |
| 30D | -11.9% | +6.7% | -18.6% | -13.6% |
| 3M | -9.3% | -10.7% | +1.4% | -7.1% |
| 6M | -14.2% | -20.6% | +6.4% | -9.8% |
| YTD | -22.0% | -7.1% | -14.9% | -25.8% |
| 1Y | -12.7% | +62.0% | -74.7% | -32.9% |
| 3Y | +26.7% | +169.8% | -143.2% | -20.1% |
| All | -31.3% | +163.9% | -195.2% | -58.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SLV.
Daily Out/Under-Performance
Portfolio return minus SLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SLV 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 SLV 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