+16.0%
BABA vs SPXU
-99.5%
+115.5%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.9% | +2.7% | -2.4% |
| 7D | -3.6% | +1.5% | -5.1% | -3.0% |
| 30D | -8.4% | +6.4% | -14.7% | -6.2% |
| 3M | -20.6% | +4.2% | -24.8% | -19.1% |
| 6M | -25.4% | -7.8% | -17.6% | -26.2% |
| YTD | -30.1% | -27.5% | -2.6% | -35.0% |
| 1Y | -36.3% | -27.1% | -9.1% | -40.5% |
| 3Y | +30.4% | -80.8% | +111.2% | -13.3% |
| 5Y | -35.7% | -84.1% | +48.4% | -53.0% |
| 10Y | +16.0% | -99.5% | +115.5% | -62.5% |
| All | +16.0% | -99.5% | +115.5% | -62.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 SPXU 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