+28.2%
BABA vs SPY
+365.2%
-337.1%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.7% |
| 7D | -4.8% | +0.1% | -4.9% | -4.9% |
| 30D | -11.9% | +0.1% | -11.9% | -12.1% |
| 3M | -9.3% | +2.0% | -11.3% | -11.1% |
| 6M | -14.2% | +13.0% | -27.3% | -23.7% |
| YTD | -22.0% | +13.5% | -35.6% | -30.9% |
| 1Y | -12.7% | +20.0% | -32.7% | -26.4% |
| 3Y | +26.7% | +77.2% | -50.5% | -28.0% |
| 5Y | -29.3% | +81.9% | -111.2% | -60.5% |
| 10Y | +21.2% | +314.1% | -292.8% | -70.5% |
| All | +28.2% | +365.2% | -337.1% | -72.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling