-28.3%
BABA vs SPYG
+63.1%
-91.4%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.9% | +0.4% | +0.5% |
| 7D | +11.6% | -3.6% | +15.3% | +14.6% |
| 30D | +2.3% | -11.2% | +13.5% | +12.4% |
| 3M | -13.7% | -8.1% | -5.6% | -8.0% |
| 6M | -21.9% | -3.3% | -18.6% | -20.4% |
| YTD | -24.6% | +5.5% | -30.2% | -28.6% |
| 1Y | -34.1% | +7.0% | -41.1% | -38.3% |
| 3Y | +36.3% | +89.5% | -53.2% | -27.2% |
| All | -28.3% | +63.1% | -91.4% | -58.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling