-27.7%
BABA vs SPGI
+11.5%
-39.2%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.9% | +4.6% | +3.4% |
| 7D | +8.6% | +2.6% | +6.0% | +7.5% |
| 30D | -1.1% | +19.3% | -20.3% | -7.8% |
| 3M | -15.9% | +15.5% | -31.4% | -20.8% |
| 6M | -17.5% | +18.3% | -35.9% | -23.9% |
| YTD | -25.6% | -3.8% | -21.8% | -24.9% |
| 1Y | -33.8% | +1.3% | -35.2% | -35.1% |
| 3Y | +34.6% | +33.6% | +1.0% | +8.6% |
| 5Y | -27.7% | +13.2% | -40.8% | -39.4% |
| All | -27.7% | +11.5% | -39.2% | -39.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling