+22.3%
BABA vs SO
+256.0%
-233.6%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.2% | +2.4% | +2.6% |
| 7D | +8.6% | +0.4% | +8.2% | +8.5% |
| 30D | -1.1% | +9.2% | -10.3% | -1.8% |
| 3M | -15.9% | +1.1% | -17.0% | -16.0% |
| 6M | -17.5% | -1.1% | -16.5% | -17.6% |
| YTD | -25.6% | +9.7% | -35.3% | -26.5% |
| 1Y | -33.8% | +5.5% | -39.3% | -34.3% |
| 3Y | +34.6% | +47.0% | -12.4% | +27.7% |
| 5Y | -27.7% | +77.6% | -105.2% | -33.2% |
| 10Y | +17.7% | +181.0% | -163.3% | +3.6% |
| All | +22.3% | +256.0% | -233.6% | +9.1% |
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 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