+22.3%
BABA vs SPG
+143.6%
-121.3%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.9% | +3.5% | +2.8% |
| 7D | +8.6% | +5.0% | +3.5% | +7.5% |
| 30D | -1.1% | +12.3% | -13.4% | -3.4% |
| 3M | -15.9% | +1.9% | -17.8% | -16.3% |
| 6M | -17.5% | +14.4% | -32.0% | -20.0% |
| YTD | -25.6% | +26.5% | -52.1% | -29.4% |
| 1Y | -33.8% | +30.7% | -64.5% | -37.7% |
| 3Y | +34.6% | +122.6% | -88.0% | +13.1% |
| 5Y | -27.7% | +73.3% | -101.0% | -37.5% |
| 10Y | +17.7% | +111.1% | -93.4% | +2.8% |
| All | +22.3% | +143.6% | -121.3% | -2.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling