+36.3%
BABA vs SPG
+124.5%
-88.3%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.5% | +1.1% |
| 7D | +11.6% | +4.9% | +6.7% | +10.6% |
| 30D | +2.3% | +15.6% | -13.3% | -0.7% |
| 3M | -13.7% | +4.1% | -17.8% | -14.4% |
| 6M | -21.9% | +13.6% | -35.5% | -24.6% |
| YTD | -24.6% | +27.5% | -52.2% | -29.6% |
| 1Y | -34.1% | +32.2% | -66.3% | -39.1% |
| 3Y | +36.3% | +126.0% | -89.8% | +5.1% |
| All | +36.3% | +124.5% | -88.3% | +5.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling