-34.1%
BABA vs SMTC
+50.9%
-85.0%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +12.7% | -11.5% | +0.5% |
| 7D | +11.6% | -19.0% | +30.6% | +12.9% |
| 30D | +2.3% | -46.7% | +49.0% | +7.1% |
| 3M | -13.7% | -23.4% | +9.7% | -13.7% |
| 6M | -21.9% | -13.4% | -8.5% | -25.1% |
| YTD | -24.6% | +40.1% | -64.7% | -32.7% |
| 1Y | -34.1% | +47.7% | -81.8% | -42.1% |
| All | -34.1% | +50.9% | -85.0% | -42.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC 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 1y: compounded portfolio wealth divided by compounded SMTC 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…
1y analysis · Full analysis span regression · 6 months rolling