+8.6%
BABA vs SMR
-49.5%
+58.1%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +16.2% | -15.0% | +0.3% |
| 7D | +11.6% | -9.6% | +21.2% | +12.1% |
| 30D | +2.3% | -33.8% | +36.1% | +4.7% |
| 3M | -13.7% | -46.4% | +32.7% | -10.9% |
| 6M | -21.9% | -62.4% | +40.5% | -17.9% |
| YTD | -24.6% | -64.1% | +39.5% | -21.3% |
| 1Y | -34.1% | -84.3% | +50.3% | -28.1% |
| 3Y | +36.3% | +55.8% | -19.6% | +12.5% |
| All | +8.6% | -49.5% | +58.1% | -1.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SMR.
Daily Out/Under-Performance
Portfolio return minus SMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMR 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 10y: compounded portfolio wealth divided by compounded SMR 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…
10y analysis · Full analysis span regression · 6 months rolling