+16.0%
BABA vs SO
+195.2%
-179.2%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.4% | -1.2% |
| 7D | -3.6% | +0.8% | -4.4% | -3.6% |
| 30D | -8.4% | +7.8% | -16.2% | -8.9% |
| 3M | -20.6% | +2.9% | -23.5% | -20.8% |
| 6M | -25.4% | +2.5% | -27.8% | -25.6% |
| YTD | -30.1% | +10.3% | -40.4% | -30.9% |
| 1Y | -36.3% | +6.4% | -42.6% | -36.8% |
| 3Y | +30.4% | +52.8% | -22.4% | +23.3% |
| 5Y | -35.7% | +78.7% | -114.4% | -40.5% |
| 10Y | +16.0% | +196.3% | -180.3% | +4.7% |
| All | +16.0% | +195.2% | -179.2% | +4.7% |
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