-39.9%
BABA vs SRE
+51.9%
-91.8%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +1.0% | -8.0% | -7.2% |
| 7D | -12.7% | -1.1% | -11.6% | -12.5% |
| 30D | -14.9% | -4.1% | -10.8% | -14.4% |
| 3M | -24.6% | -7.3% | -17.3% | -23.6% |
| 6M | -29.3% | -14.1% | -15.2% | -27.5% |
| YTD | -35.0% | -8.5% | -26.5% | -34.4% |
| 1Y | -39.7% | -12.0% | -27.7% | -38.6% |
| 3Y | +21.2% | +23.4% | -2.2% | +11.2% |
| 5Y | -39.9% | +51.3% | -91.2% | -51.4% |
| All | -39.9% | +51.9% | -91.8% | -51.4% |
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