-19.5%
BABA vs SPYM
+19.5%
-39.0%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | 0.0% | +0.2% |
| 7D | -0.2% | +0.6% | -0.7% | -1.0% |
| 30D | -12.3% | -0.9% | -11.3% | -11.3% |
| 3M | -5.3% | +3.9% | -9.2% | -10.5% |
| 6M | -13.1% | +14.5% | -27.6% | -28.6% |
| YTD | -22.4% | +13.0% | -35.4% | -34.9% |
| 1Y | -19.5% | +19.4% | -38.9% | -34.8% |
| All | -19.5% | +19.5% | -39.0% | -34.8% |
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