-28.3%
BABA vs SPGI
+11.1%
-39.4%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -4.4% |
| 3M | -13.7% | +15.7% | -29.4% | -18.7% |
| 6M | -21.9% | +17.3% | -39.2% | -27.7% |
| YTD | -24.6% | -4.7% | -19.9% | -23.7% |
| 1Y | -34.1% | +1.8% | -35.9% | -35.7% |
| 3Y | +36.3% | +31.7% | +4.6% | +10.7% |
| All | -28.3% | +11.1% | -39.4% | -39.7% |
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