+28.2%
BABA vs SPYG
+490.7%
-462.5%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.4% | +1.4% |
| 7D | -4.8% | +0.4% | -5.1% | -5.1% |
| 30D | -11.9% | -0.4% | -11.4% | -11.7% |
| 3M | -9.3% | +0.5% | -9.8% | -10.0% |
| 6M | -14.2% | +17.5% | -31.7% | -25.8% |
| YTD | -22.0% | +14.3% | -36.4% | -30.9% |
| 1Y | -12.7% | +21.7% | -34.4% | -26.6% |
| 3Y | +26.7% | +98.6% | -72.0% | -34.1% |
| 5Y | -29.3% | +85.1% | -114.4% | -60.9% |
| 10Y | +21.2% | +412.0% | -390.8% | -76.6% |
| All | +28.2% | +490.7% | -462.5% | -78.3% |
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