+15.8%
BABA vs SM
+4.9%
+10.9%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.7% | -1.0% | -3.5% |
| 7D | +3.8% | -22.3% | +26.1% | +5.4% |
| 30D | -5.4% | -21.4% | +16.0% | -4.1% |
| 3M | -17.9% | +1.4% | -19.3% | -18.4% |
| 6M | -24.1% | +0.1% | -24.2% | -24.7% |
| YTD | -27.4% | +59.0% | -86.4% | -30.8% |
| 1Y | -36.1% | +64.3% | -100.4% | -39.2% |
| 3Y | +35.4% | -13.1% | +48.5% | +33.0% |
| 5Y | -30.1% | -13.9% | -16.2% | -32.2% |
| 10Y | +15.8% | +1.7% | +14.2% | +0.1% |
| All | +15.8% | +4.9% | +10.9% | +0.1% |
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