+11.7%
BABA vs SPG
+113.9%
-102.2%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.1% |
| 7D | -13.8% | +2.0% | -15.8% | -14.1% |
| 30D | -15.1% | +17.2% | -32.4% | -17.6% |
| 3M | -22.7% | +6.3% | -29.1% | -23.6% |
| 6M | -34.7% | +18.7% | -53.4% | -36.9% |
| YTD | -35.0% | +30.1% | -65.1% | -38.5% |
| 1Y | -40.4% | +32.8% | -73.2% | -43.8% |
| 3Y | +21.9% | +133.6% | -111.7% | +2.7% |
| 5Y | -39.9% | +84.4% | -124.3% | -48.2% |
| All | +11.7% | +113.9% | -102.2% | -1.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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