-39.9%
BABA vs SPY
+74.0%
-113.9%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -0.4% | -6.7% | -6.7% |
| 7D | -12.7% | +3.3% | -16.0% | -15.7% |
| 30D | -14.9% | -2.7% | -12.2% | -12.8% |
| 3M | -24.6% | -1.7% | -22.9% | -23.6% |
| 6M | -29.3% | +3.1% | -32.4% | -32.0% |
| YTD | -35.0% | +11.9% | -46.9% | -42.5% |
| 1Y | -39.7% | +12.0% | -51.7% | -46.7% |
| 3Y | +21.2% | +78.2% | -57.0% | -37.9% |
| 5Y | -39.9% | +73.2% | -113.1% | -68.5% |
| All | -39.9% | +74.0% | -113.9% | -68.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling