+17.1%
BABA vs SPGI
+333.9%
-316.8%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.3% | +1.7% |
| 7D | +11.6% | +0.3% | +11.4% | +11.5% |
| 30D | +2.3% | +18.4% | -16.1% | -4.8% |
| 3M | -13.7% | +15.7% | -29.4% | -19.1% |
| 6M | -21.9% | +17.3% | -39.2% | -28.0% |
| YTD | -24.6% | -4.7% | -19.9% | -24.5% |
| 1Y | -34.1% | +1.8% | -35.9% | -36.1% |
| 3Y | +36.3% | +31.7% | +4.6% | +14.4% |
| 5Y | -26.7% | +12.1% | -38.8% | -34.8% |
| All | +17.1% | +333.9% | -316.8% | -48.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPGI.
Daily Out/Under-Performance
Portfolio return minus SPGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPGI 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 10y: compounded portfolio wealth divided by compounded SPGI 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…
10y analysis · Full analysis span regression · 6 months rolling