+17.1%
BABA vs SPY
+312.9%
-295.8%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +1.0% | +1.0% |
| 7D | +11.6% | -2.7% | +14.3% | +14.3% |
| 30D | +2.3% | -5.4% | +7.7% | +7.6% |
| 3M | -13.7% | -4.1% | -9.6% | -10.5% |
| 6M | -21.9% | +0.7% | -22.6% | -22.7% |
| YTD | -24.6% | +8.7% | -33.3% | -30.4% |
| 1Y | -34.1% | +10.9% | -45.0% | -40.3% |
| 3Y | +36.3% | +75.0% | -38.7% | -21.1% |
| 5Y | -26.7% | +67.8% | -94.5% | -55.6% |
| All | +17.1% | +312.9% | -295.8% | -68.4% |
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