+17.1%
BABA vs SM
+8.2%
+8.9%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.0% | +0.3% | +1.2% |
| 7D | +11.6% | -25.9% | +37.5% | +13.7% |
| 30D | +2.3% | -15.1% | +17.4% | +3.1% |
| 3M | -13.7% | +4.9% | -18.6% | -14.4% |
| 6M | -21.9% | +6.1% | -28.0% | -22.8% |
| YTD | -24.6% | +63.4% | -88.1% | -28.3% |
| 1Y | -34.1% | +72.5% | -106.6% | -37.6% |
| 3Y | +36.3% | -16.9% | +53.1% | +34.3% |
| 5Y | -26.7% | -10.6% | -16.1% | -29.1% |
| All | +17.1% | +8.2% | +8.9% | +0.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 10y: compounded portfolio wealth divided by compounded SM 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…
10y analysis · Full analysis span regression · 6 months rolling