-31.3%
BABA vs SWKS
-53.5%
+22.2%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.5% | -2.2% | +0.1% |
| 7D | -4.8% | +12.5% | -17.3% | -8.6% |
| 30D | -11.9% | +10.5% | -22.4% | -15.1% |
| 3M | -9.3% | -7.4% | -1.9% | -7.7% |
| 6M | -14.2% | +32.7% | -46.9% | -25.4% |
| YTD | -22.0% | +19.2% | -41.2% | -29.7% |
| 1Y | -12.7% | +2.4% | -15.1% | -16.8% |
| 3Y | +26.7% | -25.6% | +52.3% | +29.9% |
| All | -31.3% | -53.5% | +22.2% | -13.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SWKS.
Daily Out/Under-Performance
Portfolio return minus SWKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWKS 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 SWKS 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