+65.4%
BABA vs SPMO
+459.7%
-394.2%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.6% | -0.3% | +0.2% |
| 7D | +11.6% | -8.7% | +20.3% | +18.0% |
| 30D | +2.3% | -18.7% | +21.0% | +17.0% |
| 3M | -13.7% | -16.4% | +2.7% | -3.5% |
| 6M | -21.9% | -11.9% | -10.1% | -17.5% |
| YTD | -24.6% | +4.9% | -29.5% | -30.0% |
| 1Y | -34.1% | +6.2% | -40.3% | -39.4% |
| 3Y | +36.3% | +115.1% | -78.9% | -29.5% |
| 5Y | -26.7% | +102.2% | -129.0% | -60.3% |
| 10Y | +19.2% | +422.3% | -403.1% | -64.6% |
| All | +65.4% | +459.7% | -394.2% | -54.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling