+28.2%
BABA vs SRE
+129.4%
-101.3%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.6% | +1.9% | +1.4% |
| 7D | -4.8% | -0.3% | -4.4% | -4.7% |
| 30D | -11.9% | -0.7% | -11.2% | -11.7% |
| 3M | -9.3% | -6.3% | -3.0% | -8.2% |
| 6M | -14.2% | -10.7% | -3.6% | -12.5% |
| YTD | -22.0% | -3.5% | -18.6% | -21.8% |
| 1Y | -12.7% | +5.3% | -18.0% | -14.0% |
| 3Y | +26.7% | +31.8% | -5.1% | +16.8% |
| 5Y | -29.3% | +47.4% | -76.7% | -36.9% |
| 10Y | +21.2% | +120.6% | -99.3% | -7.6% |
| All | +28.2% | +129.4% | -101.3% | -6.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling