+31.1%
BABA vs SMTC
+772.6%
-741.5%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +10.3% | -11.5% | -1.9% |
| 7D | -3.6% | +12.9% | -16.4% | -4.8% |
| 30D | -8.4% | -25.6% | +17.2% | -6.6% |
| 3M | -20.6% | -4.5% | -16.1% | -21.5% |
| 6M | -25.4% | -8.3% | -17.1% | -26.7% |
| YTD | -30.1% | +69.9% | -100.0% | -35.7% |
| 1Y | -36.3% | +73.9% | -110.2% | -41.6% |
| All | +31.1% | +772.6% | -741.5% | -7.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling