-39.8%
BABA vs SM
+5.5%
-45.3%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | -13.8% | +9.4% | -23.2% | -14.7% |
| 30D | -15.1% | -14.4% | -0.7% | -14.0% |
| 3M | -22.7% | +1.6% | -24.3% | -23.6% |
| 6M | -34.7% | +6.3% | -41.0% | -36.2% |
| YTD | -35.0% | +78.8% | -113.8% | -42.3% |
| 1Y | -40.4% | +83.1% | -123.6% | -47.4% |
| 3Y | +21.9% | -5.9% | +27.8% | +15.5% |
| All | -39.8% | +5.5% | -45.3% | -45.0% |
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