+53.5%
BABA vs SPMO
+504.7%
-451.2%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.7% | -4.9% | -3.6% |
| 7D | -3.6% | +1.8% | -5.4% | -5.4% |
| 30D | -8.4% | -10.0% | +1.6% | -2.4% |
| 3M | -20.6% | -9.4% | -11.2% | -16.1% |
| 6M | -25.4% | -7.7% | -17.7% | -23.5% |
| YTD | -30.1% | +13.3% | -43.4% | -38.5% |
| 1Y | -36.3% | +12.7% | -49.0% | -43.8% |
| 3Y | +30.4% | +127.5% | -97.1% | -35.0% |
| 5Y | -35.7% | +119.7% | -155.4% | -67.1% |
| 10Y | +16.0% | +469.5% | -453.5% | -67.5% |
| All | +53.5% | +504.7% | -451.2% | -59.6% |
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 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