+15.7%
BABA vs SM
+4.2%
+11.5%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.4% | -4.0% | -2.6% |
| 7D | +2.4% | -19.5% | +21.8% | +3.7% |
| 30D | -7.8% | -20.2% | +12.4% | -6.6% |
| 3M | -22.4% | -6.5% | -15.9% | -22.4% |
| 6M | -26.0% | +1.6% | -27.5% | -26.6% |
| YTD | -29.3% | +61.2% | -90.5% | -32.6% |
| 1Y | -37.5% | +65.4% | -102.9% | -40.6% |
| 3Y | +31.9% | -13.0% | +44.9% | +29.6% |
| 5Y | -33.4% | -4.3% | -29.2% | -35.8% |
| 10Y | +15.7% | +3.0% | +12.7% | -0.1% |
| All | +15.7% | +4.2% | +11.5% | -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