+28.2%
BABA vs SM
-51.7%
+79.9%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.5% | +3.8% | +1.5% |
| 7D | -4.8% | +0.1% | -4.9% | -4.8% |
| 30D | -11.9% | +26.3% | -38.2% | -13.4% |
| 3M | -9.3% | +8.7% | -17.9% | -10.1% |
| 6M | -14.2% | +51.7% | -65.9% | -17.5% |
| YTD | -22.0% | +99.0% | -121.1% | -26.6% |
| 1Y | -12.7% | +34.6% | -47.3% | -15.5% |
| 3Y | +26.7% | -7.8% | +34.4% | +24.3% |
| 5Y | -29.3% | +104.8% | -134.1% | -35.1% |
| 10Y | +21.2% | +7.2% | +14.0% | +2.2% |
| All | +28.2% | -51.7% | +79.9% | +24.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling