-28.3%
BABA vs SM
-11.5%
-16.7%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.0% | +0.3% | +1.2% |
| 7D | +11.6% | -25.9% | +37.5% | +15.1% |
| 30D | +2.3% | -15.1% | +17.4% | +3.6% |
| 3M | -13.7% | +4.9% | -18.6% | -15.1% |
| 6M | -21.9% | +6.1% | -28.0% | -23.8% |
| YTD | -24.6% | +63.4% | -88.1% | -32.3% |
| 1Y | -34.1% | +72.5% | -106.6% | -41.4% |
| 3Y | +36.3% | -16.9% | +53.1% | +31.3% |
| All | -28.3% | -11.5% | -16.7% | -32.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling