-39.8%
BABA vs SRE
+51.3%
-91.1%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.1% |
| 7D | -13.8% | +1.8% | -15.5% | -14.0% |
| 30D | -15.1% | -3.0% | -12.1% | -14.8% |
| 3M | -22.7% | -7.3% | -15.5% | -21.7% |
| 6M | -34.7% | -11.9% | -22.8% | -33.3% |
| YTD | -35.0% | -7.9% | -27.2% | -34.4% |
| 1Y | -40.4% | -11.1% | -29.3% | -39.5% |
| 3Y | +21.9% | +24.8% | -2.9% | +11.6% |
| All | -39.8% | +51.3% | -91.1% | -50.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling