+15.7%
BABA vs SPY
+304.1%
-288.4%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.4% | -2.2% | -2.2% |
| 7D | +2.4% | -0.6% | +2.9% | +2.5% |
| 30D | -7.8% | -3.7% | -4.1% | -4.8% |
| 3M | -22.4% | -2.7% | -19.6% | -20.6% |
| 6M | -26.0% | +2.2% | -28.2% | -27.8% |
| YTD | -29.3% | +10.8% | -40.1% | -35.9% |
| 1Y | -37.5% | +11.2% | -48.7% | -43.6% |
| 3Y | +31.9% | +76.5% | -44.6% | -24.4% |
| 5Y | -33.4% | +72.9% | -106.4% | -60.8% |
| 10Y | +15.7% | +304.8% | -289.1% | -71.5% |
| All | +15.7% | +304.1% | -288.4% | -71.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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