+28.2%
BABA vs SPGI
+505.3%
-477.2%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.6% | +2.8% | +2.0% |
| 7D | -4.8% | +0.1% | -4.9% | -4.9% |
| 30D | -11.9% | +8.4% | -20.3% | -15.1% |
| 3M | -9.3% | +11.8% | -21.1% | -14.3% |
| 6M | -14.2% | +5.7% | -20.0% | -17.4% |
| YTD | -22.0% | -9.7% | -12.4% | -20.0% |
| 1Y | -12.7% | -12.5% | -0.3% | -9.5% |
| 3Y | +26.7% | +21.8% | +4.8% | +9.8% |
| 5Y | -29.3% | +8.2% | -37.5% | -36.3% |
| 10Y | +21.2% | +309.5% | -288.3% | -48.4% |
| All | +28.2% | +505.3% | -477.2% | -55.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling