+28.2%
BABA vs SMTC
+425.7%
-397.6%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +9.2% | -7.9% | -0.7% |
| 7D | -4.8% | +12.7% | -17.5% | -7.3% |
| 30D | -11.9% | +22.0% | -33.9% | -16.7% |
| 3M | -9.3% | -12.7% | +3.4% | -9.2% |
| 6M | -14.2% | +64.8% | -79.0% | -27.0% |
| YTD | -22.0% | +100.7% | -122.7% | -37.0% |
| 1Y | -12.7% | +146.9% | -159.6% | -33.4% |
| 3Y | +26.7% | +456.8% | -430.2% | -35.2% |
| 5Y | -29.3% | +89.2% | -118.6% | -50.7% |
| 10Y | +21.2% | +426.9% | -405.6% | -44.2% |
| All | +28.2% | +425.7% | -397.6% | -47.1% |
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 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