+11.7%
BABA vs SPYG
+397.7%
-386.0%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -0.3% | -6.8% | -6.8% |
| 7D | -12.7% | +4.2% | -16.9% | -15.8% |
| 30D | -14.9% | -7.4% | -7.5% | -9.7% |
| 3M | -24.6% | -5.3% | -19.4% | -21.7% |
| 6M | -29.3% | -1.2% | -28.2% | -29.3% |
| YTD | -35.0% | +9.0% | -44.0% | -40.2% |
| 1Y | -39.7% | +8.8% | -48.5% | -44.4% |
| 3Y | +21.2% | +92.8% | -71.6% | -34.7% |
| 5Y | -39.9% | +69.3% | -109.2% | -63.7% |
| All | +11.7% | +397.7% | -386.0% | -79.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling