+16.7%
BABA vs SPYG
+412.5%
-395.8%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.4% | -2.5% | -2.6% |
| 7D | -2.2% | +0.3% | -2.5% | -2.4% |
| 30D | -17.3% | -1.7% | -15.6% | -16.2% |
| 3M | -7.8% | +3.6% | -11.4% | -10.9% |
| 6M | -16.8% | +16.6% | -33.4% | -27.2% |
| YTD | -24.7% | +13.4% | -38.1% | -32.6% |
| 1Y | -24.9% | +19.6% | -44.5% | -35.7% |
| 3Y | +29.1% | +99.8% | -70.7% | -32.3% |
| 5Y | -30.5% | +85.0% | -115.5% | -61.1% |
| 10Y | +16.7% | +422.1% | -405.4% | -79.9% |
| All | +16.7% | +412.5% | -395.8% | -79.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded SPYG 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling