-6.3%
BABA vs SMR
-53.6%
+47.3%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.3% | +3.3% | +0.2% |
| 7D | -13.8% | -8.3% | -5.5% | -13.3% |
| 30D | -15.1% | -20.1% | +5.0% | -14.1% |
| 3M | -22.7% | -52.7% | +29.9% | -19.6% |
| 6M | -34.7% | -61.0% | +26.4% | -31.5% |
| YTD | -35.0% | -67.1% | +32.1% | -31.8% |
| 1Y | -40.4% | -79.9% | +39.5% | -35.8% |
| 3Y | +21.9% | +101.7% | -79.8% | -2.1% |
| All | -6.3% | -53.6% | +47.3% | -14.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling