-35.9%
BABA vs SM
+62.4%
-98.3%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.7% | -1.0% | -4.0% |
| 7D | +3.8% | -22.3% | +26.1% | +1.8% |
| 30D | -5.4% | -21.4% | +16.0% | -7.2% |
| 3M | -17.9% | +1.4% | -19.3% | -18.3% |
| 6M | -24.1% | +0.1% | -24.2% | -24.1% |
| YTD | -27.4% | +59.0% | -86.4% | -33.2% |
| All | -35.9% | +62.4% | -98.3% | -40.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling