-37.5%
BABA vs SPY
+11.9%
-49.4%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.4% | -2.2% | -2.2% |
| 7D | +2.4% | -0.6% | +2.9% | +2.4% |
| 30D | -7.8% | -3.7% | -4.1% | -4.3% |
| 3M | -22.4% | -2.7% | -19.6% | -20.4% |
| 6M | -26.0% | +2.2% | -28.2% | -28.5% |
| YTD | -29.3% | +10.8% | -40.1% | -38.3% |
| 1Y | -37.5% | +11.2% | -48.7% | -45.5% |
| All | -37.5% | +11.9% | -49.4% | -45.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling