-28.3%
BABA vs SLV
+107.9%
-136.2%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.4% | +1.3% |
| 7D | +11.6% | +5.1% | +6.5% | +10.3% |
| 30D | +2.3% | -12.9% | +15.2% | +5.8% |
| 3M | -13.7% | -16.1% | +2.4% | -10.2% |
| 6M | -21.9% | -33.2% | +11.3% | -14.2% |
| YTD | -24.6% | -27.2% | +2.6% | -23.9% |
| 1Y | -34.1% | +7.6% | -41.7% | -42.5% |
| 3Y | +36.3% | +122.3% | -86.1% | -10.0% |
| All | -28.3% | +107.9% | -136.2% | -52.7% |
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