-30.1%
BABA vs SPGI
+12.2%
-42.3%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.7% | -4.4% | -4.0% |
| 7D | +3.8% | -0.9% | +4.7% | +4.1% |
| 30D | -5.4% | +15.5% | -20.9% | -10.7% |
| 3M | -17.9% | +15.7% | -33.6% | -22.7% |
| 6M | -24.1% | +19.1% | -43.1% | -30.1% |
| YTD | -27.4% | -4.1% | -23.4% | -26.7% |
| 1Y | -36.1% | +1.2% | -37.3% | -37.3% |
| 3Y | +35.4% | +31.6% | +3.8% | +10.2% |
| 5Y | -30.1% | +12.4% | -42.5% | -41.3% |
| All | -30.1% | +12.2% | -42.3% | -41.3% |
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