+21.9%
BABA vs SPYM
+78.4%
-56.5%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.4% |
| 7D | -13.8% | +2.6% | -16.3% | -15.7% |
| 30D | -15.1% | -2.0% | -13.1% | -13.9% |
| 3M | -22.7% | -2.8% | -20.0% | -21.1% |
| 6M | -34.7% | +2.2% | -36.8% | -36.1% |
| YTD | -35.0% | +11.5% | -46.6% | -41.0% |
| 1Y | -40.4% | +13.5% | -53.9% | -46.7% |
| 3Y | +21.9% | +78.0% | -56.1% | -29.3% |
| All | +21.9% | +78.4% | -56.5% | -29.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling