+6.8%
BABA vs SU
+167.2%
-160.4%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +0.5% | -7.5% | -7.2% |
| 7D | -12.7% | +0.3% | -13.0% | -12.8% |
| 30D | -14.9% | -7.9% | -7.0% | -13.6% |
| 3M | -24.6% | +9.2% | -33.8% | -26.5% |
| 6M | -29.3% | +5.5% | -34.8% | -30.8% |
| YTD | -35.0% | +59.5% | -94.5% | -42.6% |
| 1Y | -39.7% | +59.9% | -99.6% | -46.7% |
| 3Y | +21.2% | +130.3% | -109.1% | -2.5% |
| 5Y | -39.9% | +225.3% | -265.2% | -55.9% |
| 10Y | +7.8% | +237.5% | -229.7% | -24.2% |
| All | +6.8% | +167.2% | -160.4% | -19.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SU.
Daily Out/Under-Performance
Portfolio return minus SU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SU 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 SU 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