-33.4%
BABA vs SLV
+100.8%
-134.2%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.4% | +0.9% | -1.7% |
| 7D | +2.4% | +3.7% | -1.3% | +1.4% |
| 30D | -7.8% | -15.2% | +7.4% | -4.0% |
| 3M | -22.4% | -21.8% | -0.6% | -17.8% |
| 6M | -26.0% | -36.3% | +10.4% | -17.7% |
| YTD | -29.3% | -27.8% | -1.4% | -28.4% |
| 1Y | -37.5% | +1.5% | -39.0% | -44.3% |
| 3Y | +31.9% | +128.5% | -96.6% | -13.7% |
| 5Y | -33.4% | +103.2% | -136.7% | -56.7% |
| All | -33.4% | +100.8% | -134.2% | -56.7% |
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