-39.8%
BABA vs SMTC
+26.3%
-66.1%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.1% | +4.1% | +0.6% |
| 7D | -13.8% | +11.0% | -24.8% | -15.2% |
| 30D | -15.1% | -28.5% | +13.4% | -11.9% |
| 3M | -22.7% | -14.2% | -8.5% | -23.2% |
| 6M | -34.7% | -18.0% | -16.7% | -35.8% |
| YTD | -35.0% | +55.5% | -90.5% | -43.5% |
| 1Y | -40.4% | +69.5% | -109.9% | -49.1% |
| 3Y | +21.9% | +699.7% | -677.7% | -39.9% |
| All | -39.8% | +26.3% | -66.1% | -44.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling