-39.8%
BABA vs SPYM
+72.6%
-112.4%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.4% |
| 7D | -13.8% | +2.6% | -16.3% | -16.2% |
| 30D | -15.1% | -2.0% | -13.1% | -13.6% |
| 3M | -22.7% | -2.8% | -20.0% | -20.7% |
| 6M | -34.7% | +2.2% | -36.8% | -36.5% |
| YTD | -35.0% | +11.5% | -46.6% | -42.4% |
| 1Y | -40.4% | +13.5% | -53.9% | -48.2% |
| 3Y | +21.9% | +78.0% | -56.1% | -37.9% |
| All | -39.8% | +72.6% | -112.4% | -68.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling