+15.8%
BABA vs SPMO
+455.3%
-439.5%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +4.4% | -8.1% | -6.7% |
| 7D | +3.8% | -1.9% | +5.8% | +4.5% |
| 30D | -5.4% | -14.1% | +8.7% | +4.1% |
| 3M | -17.9% | -13.1% | -4.8% | -10.7% |
| 6M | -24.1% | -9.4% | -14.7% | -21.2% |
| YTD | -27.4% | +9.5% | -37.0% | -34.8% |
| 1Y | -36.1% | +10.5% | -46.6% | -43.0% |
| 3Y | +35.4% | +124.4% | -89.0% | -32.9% |
| 5Y | -30.1% | +110.5% | -140.6% | -63.6% |
| 10Y | +15.8% | +450.3% | -434.4% | -66.7% |
| All | +15.8% | +455.3% | -439.5% | -66.7% |
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