-19.5%
BABA vs SPYG
+20.7%
-40.2%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.1% |
| 7D | -0.2% | +1.2% | -1.4% | -1.3% |
| 30D | -12.3% | -1.6% | -10.7% | -11.1% |
| 3M | -5.3% | +3.4% | -8.7% | -8.6% |
| 6M | -13.1% | +18.9% | -32.0% | -27.4% |
| YTD | -22.4% | +13.8% | -36.2% | -32.3% |
| 1Y | -19.5% | +20.6% | -40.1% | -29.1% |
| All | -19.5% | +20.7% | -40.2% | -29.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling