+16.3%
BABA vs SPYG
+455.1%
-438.9%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.8% | -1.7% | -1.8% |
| 7D | +2.4% | -1.9% | +4.3% | +3.6% |
| 30D | -7.8% | -9.2% | +1.4% | -0.3% |
| 3M | -22.4% | -6.8% | -15.6% | -18.1% |
| 6M | -26.0% | -2.6% | -23.4% | -25.0% |
| YTD | -29.3% | +7.5% | -36.7% | -34.2% |
| 1Y | -37.5% | +6.7% | -44.2% | -41.5% |
| 3Y | +31.9% | +90.1% | -58.2% | -29.2% |
| 5Y | -33.4% | +69.2% | -102.7% | -60.2% |
| 10Y | +15.7% | +391.9% | -376.2% | -77.1% |
| All | +16.3% | +455.1% | -438.9% | -79.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling