-31.3%
BABA vs SO
+58.2%
-89.5%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.0% | +1.3% |
| 7D | -4.8% | -0.2% | -4.6% | -4.8% |
| 30D | -11.9% | -4.6% | -7.3% | -11.9% |
| 3M | -9.3% | -3.0% | -6.2% | -9.4% |
| 6M | -14.2% | -8.3% | -6.0% | -14.2% |
| YTD | -22.0% | +3.5% | -25.6% | -22.5% |
| 1Y | -12.7% | -0.9% | -11.8% | -13.1% |
| 3Y | +26.7% | +45.4% | -18.7% | +20.1% |
| All | -31.3% | +58.2% | -89.5% | -38.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling