+23.9%
BABA vs SPXU
-99.7%
+123.6%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.0% | +1.0% |
| 7D | +11.6% | +7.6% | +4.1% | +14.5% |
| 30D | +2.3% | +17.5% | -15.2% | +8.2% |
| 3M | -13.7% | +14.7% | -28.3% | -9.3% |
| 6M | -21.9% | -0.1% | -21.9% | -20.7% |
| YTD | -24.6% | -19.8% | -4.8% | -27.6% |
| 1Y | -34.1% | -23.7% | -10.4% | -37.5% |
| 3Y | +36.3% | -79.5% | +115.7% | -7.8% |
| 5Y | -26.7% | -81.9% | +55.2% | -44.2% |
| 10Y | +19.2% | -99.5% | +118.7% | -61.2% |
| All | +23.9% | -99.7% | +123.6% | -62.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling