-36.3%
BABA vs SPYM
+13.0%
-49.3%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.3% | -2.5% | -2.3% |
| 7D | -3.6% | -0.9% | -2.7% | -2.9% |
| 30D | -8.4% | -2.4% | -6.0% | -6.1% |
| 3M | -20.6% | -1.1% | -19.5% | -19.9% |
| 6M | -25.4% | +3.3% | -28.7% | -28.6% |
| YTD | -30.1% | +12.4% | -42.5% | -39.9% |
| 1Y | -36.3% | +12.5% | -48.8% | -45.3% |
| All | -36.3% | +13.0% | -49.3% | -45.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling