+21.9%
BABA vs SPYG
+91.6%
-69.7%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.6% |
| 7D | -13.8% | +2.3% | -16.1% | -15.0% |
| 30D | -15.1% | -6.5% | -8.6% | -11.8% |
| 3M | -22.7% | -6.8% | -15.9% | -19.5% |
| 6M | -34.7% | -3.1% | -31.5% | -33.7% |
| YTD | -35.0% | +8.0% | -43.0% | -38.4% |
| 1Y | -40.4% | +10.2% | -50.6% | -44.1% |
| 3Y | +21.9% | +91.0% | -69.1% | -20.1% |
| All | +21.9% | +91.6% | -69.7% | -20.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling