-17.5%
BABA vs SPG
+14.5%
-32.0%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.9% | +3.5% | +2.4% |
| 7D | +8.6% | +5.0% | +3.5% | +10.0% |
| 30D | -1.1% | +12.3% | -13.4% | +2.6% |
| 3M | -15.9% | +1.9% | -17.8% | -17.3% |
| 6M | -17.5% | +14.4% | -32.0% | -16.1% |
| All | -17.5% | +14.5% | -32.0% | -16.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling