+11.7%
BABA vs SPMO
+460.5%
-448.8%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | +1.1% |
| 7D | -13.8% | +6.3% | -20.1% | -17.5% |
| 30D | -15.1% | -8.9% | -6.2% | -10.3% |
| 3M | -22.7% | -13.2% | -9.5% | -15.8% |
| 6M | -34.7% | -9.3% | -25.4% | -32.3% |
| YTD | -35.0% | +11.6% | -46.6% | -42.4% |
| 1Y | -40.4% | +13.4% | -53.8% | -47.8% |
| 3Y | +21.9% | +122.9% | -101.0% | -39.1% |
| 5Y | -39.9% | +113.9% | -153.8% | -69.0% |
| All | +11.7% | +460.5% | -448.8% | -67.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 SPMO 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