+15.7%
BABA vs SO
+188.2%
-172.5%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.1% | -2.6% | -2.5% |
| 7D | +2.4% | -0.1% | +2.5% | +2.4% |
| 30D | -7.8% | +8.7% | -16.4% | -8.4% |
| 3M | -22.4% | +3.4% | -25.7% | -22.6% |
| 6M | -26.0% | +3.7% | -29.7% | -26.3% |
| YTD | -29.3% | +10.0% | -39.3% | -30.1% |
| 1Y | -37.5% | +6.6% | -44.1% | -38.0% |
| 3Y | +31.9% | +52.5% | -20.6% | +24.8% |
| 5Y | -33.4% | +76.1% | -109.5% | -38.2% |
| 10Y | +15.7% | +194.9% | -179.2% | +4.2% |
| All | +15.7% | +188.2% | -172.5% | +4.2% |
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