+28.2%
BABA vs SPG
+122.8%
-94.6%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.3% | +1.5% |
| 7D | -4.8% | -2.4% | -2.4% | -4.3% |
| 30D | -11.9% | -6.8% | -5.1% | -10.7% |
| 3M | -9.3% | +2.7% | -11.9% | -10.0% |
| 6M | -14.2% | +5.5% | -19.7% | -15.5% |
| YTD | -22.0% | +15.7% | -37.7% | -24.7% |
| 1Y | -12.7% | +20.9% | -33.6% | -16.5% |
| 3Y | +26.7% | +112.4% | -85.7% | +7.4% |
| 5Y | -29.3% | +101.4% | -130.7% | -39.9% |
| 10Y | +21.2% | +60.6% | -39.4% | +16.8% |
| All | +28.2% | +122.8% | -94.6% | +3.6% |
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