+23.9%
BABA vs SPYM
+346.8%
-322.9%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +1.0% | +1.0% |
| 7D | +11.6% | -2.7% | +14.3% | +14.3% |
| 30D | +2.3% | -5.4% | +7.6% | +7.6% |
| 3M | -13.7% | -4.1% | -9.6% | -10.5% |
| 6M | -21.9% | +0.8% | -22.7% | -22.7% |
| YTD | -24.6% | +8.8% | -33.4% | -30.5% |
| 1Y | -34.1% | +11.0% | -45.1% | -40.4% |
| 3Y | +36.3% | +75.5% | -39.2% | -21.5% |
| 5Y | -26.7% | +68.4% | -95.2% | -55.7% |
| 10Y | +19.2% | +316.1% | -296.9% | -70.8% |
| All | +23.9% | +346.8% | -322.9% | -71.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling