+28.2%
BABA vs SO
+236.0%
-207.9%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.0% | +1.3% |
| 7D | -4.8% | -0.2% | -4.6% | -4.7% |
| 30D | -11.9% | -4.6% | -7.3% | -11.5% |
| 3M | -9.3% | -3.0% | -6.2% | -9.1% |
| 6M | -14.2% | -8.3% | -6.0% | -13.7% |
| YTD | -22.0% | +3.5% | -25.6% | -22.5% |
| 1Y | -12.7% | -0.9% | -11.8% | -13.0% |
| 3Y | +26.7% | +45.4% | -18.7% | +20.0% |
| 5Y | -29.3% | +59.6% | -89.0% | -34.0% |
| 10Y | +21.2% | +156.6% | -135.4% | +7.7% |
| All | +28.2% | +236.0% | -207.9% | +15.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling