+19.3%
BABA vs SRE
+116.8%
-97.6%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.8% | -4.5% | -3.9% |
| 7D | +3.8% | -8.4% | +12.2% | +5.6% |
| 30D | -5.4% | -3.2% | -2.2% | -4.9% |
| 3M | -17.9% | -5.3% | -12.6% | -17.1% |
| 6M | -24.1% | -12.6% | -11.5% | -22.2% |
| YTD | -27.4% | -8.8% | -18.7% | -26.5% |
| 1Y | -36.1% | -13.4% | -22.6% | -34.5% |
| 3Y | +35.4% | +24.4% | +11.0% | +26.1% |
| 5Y | -30.1% | +47.3% | -77.4% | -37.6% |
| 10Y | +15.8% | +116.7% | -100.8% | -12.2% |
| All | +19.3% | +116.8% | -97.6% | -12.6% |
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