-35.9%
BABA vs SPG
+32.2%
-68.1%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +2.0% | -5.7% | -3.5% |
| 7D | +3.8% | +5.1% | -1.3% | +4.4% |
| 30D | -5.4% | +16.8% | -22.2% | -3.4% |
| 3M | -17.9% | +5.7% | -23.6% | -17.9% |
| 6M | -24.1% | +17.8% | -41.9% | -24.1% |
| YTD | -27.4% | +30.1% | -57.6% | -25.8% |
| All | -35.9% | +32.2% | -68.1% | -34.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling