+16.3%
BABA vs SMTC
+303.4%
-287.2%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.5% | 0.0% | -2.0% |
| 7D | +2.4% | -10.9% | +13.3% | +3.5% |
| 30D | -7.8% | -39.4% | +31.6% | +0.2% |
| 3M | -22.4% | -13.5% | -8.8% | -23.2% |
| 6M | -26.0% | -6.8% | -19.2% | -30.0% |
| YTD | -29.3% | +54.0% | -83.3% | -41.4% |
| 1Y | -37.5% | +50.8% | -88.3% | -48.2% |
| 3Y | +31.9% | +677.3% | -645.4% | -42.0% |
| 5Y | -33.4% | +28.7% | -62.2% | -50.4% |
| 10Y | +15.7% | +339.9% | -324.2% | -46.7% |
| All | +16.3% | +303.4% | -287.2% | -50.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling