+16.7%
BABA vs SPYM
+315.4%
-298.7%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | 0.0% | 0.0% |
| 7D | -0.2% | +0.6% | -0.7% | -0.7% |
| 30D | -12.3% | -0.9% | -11.3% | -11.6% |
| 3M | -5.3% | +3.9% | -9.2% | -8.8% |
| 6M | -13.1% | +14.5% | -27.6% | -23.5% |
| YTD | -22.4% | +13.0% | -35.4% | -30.8% |
| 1Y | -19.5% | +19.4% | -38.9% | -31.7% |
| 3Y | +32.9% | +78.9% | -45.9% | -24.2% |
| 5Y | -29.9% | +82.3% | -112.2% | -60.4% |
| 10Y | +16.7% | +314.7% | -298.0% | -71.5% |
| All | +16.7% | +315.4% | -298.7% | -71.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYM.
Daily Out/Under-Performance
Portfolio return minus SPYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYM 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 10y: compounded portfolio wealth divided by compounded SPYM 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…
10y analysis · Full analysis span regression · 6 months rolling