+12.4%
BABA vs SMR
-3.5%
+15.8%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.8% | +1.3% |
| 7D | -4.8% | +4.4% | -9.2% | -5.0% |
| 30D | -11.9% | +3.4% | -15.3% | -12.3% |
| 3M | -9.3% | -19.2% | +9.9% | -8.5% |
| 6M | -14.2% | -22.6% | +8.4% | -13.8% |
| YTD | -22.0% | -31.5% | +9.5% | -21.4% |
| 1Y | -12.7% | -73.1% | +60.4% | -8.1% |
| 3Y | +26.7% | +55.0% | -28.3% | +9.5% |
| All | +12.4% | -3.5% | +15.8% | -1.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling