+16.7%
BABA vs SRE
+121.7%
-104.9%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.2% | -0.8% |
| 7D | -0.2% | +1.4% | -1.6% | -0.4% |
| 30D | -12.3% | +1.9% | -14.2% | -12.5% |
| 3M | -5.3% | -3.3% | -2.0% | -4.8% |
| 6M | -13.1% | -6.4% | -6.6% | -12.2% |
| YTD | -22.4% | -1.8% | -20.6% | -22.5% |
| 1Y | -19.5% | +10.7% | -30.2% | -21.3% |
| 3Y | +32.9% | +31.8% | +1.2% | +23.5% |
| 5Y | -29.9% | +49.2% | -79.1% | -36.7% |
| 10Y | +16.7% | +118.5% | -101.8% | -7.2% |
| All | +16.7% | +121.7% | -104.9% | -7.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 10y: compounded portfolio wealth divided by compounded SRE 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…
10y analysis · Full analysis span regression · 6 months rolling