+22.3%
BABA vs SM
-60.8%
+83.1%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -4.6% | +7.2% | +3.0% |
| 7D | +8.6% | -25.1% | +33.7% | +10.5% |
| 30D | -1.1% | -15.6% | +14.5% | -0.2% |
| 3M | -15.9% | +2.7% | -18.6% | -16.5% |
| 6M | -17.5% | -3.8% | -13.7% | -18.0% |
| YTD | -25.6% | +61.8% | -87.4% | -29.2% |
| 1Y | -33.8% | +71.4% | -105.2% | -37.3% |
| 3Y | +34.6% | -20.7% | +55.3% | +33.2% |
| 5Y | -27.7% | -11.5% | -16.1% | -30.0% |
| 10Y | +17.7% | +10.2% | +7.5% | -1.2% |
| All | +22.3% | -60.8% | +83.1% | +20.3% |
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 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