+15.8%
BABA vs SO
+184.0%
-168.1%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.3% | -5.1% | -3.8% |
| 7D | +3.8% | -1.1% | +4.9% | +3.9% |
| 30D | -5.4% | +8.6% | -14.0% | -6.0% |
| 3M | -17.9% | +1.8% | -19.7% | -18.1% |
| 6M | -24.1% | +3.6% | -27.7% | -24.4% |
| YTD | -27.4% | +9.9% | -37.4% | -28.3% |
| 1Y | -36.1% | +5.7% | -41.8% | -36.6% |
| 3Y | +35.4% | +52.5% | -17.1% | +27.9% |
| 5Y | -30.1% | +77.3% | -107.4% | -35.3% |
| 10Y | +15.8% | +186.8% | -171.0% | +5.1% |
| All | +15.8% | +184.0% | -168.1% | +5.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SO.
Daily Out/Under-Performance
Portfolio return minus SO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SO 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 10y: compounded portfolio wealth divided by compounded SO 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…
10y analysis · Full analysis span regression · 6 months rolling