+15.8%
BABA vs SYY
+92.1%
-76.2%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +2.0% | -5.7% | -4.2% |
| 7D | +3.8% | -4.1% | +7.9% | +4.7% |
| 30D | -5.4% | +0.3% | -5.7% | -5.6% |
| 3M | -17.9% | -6.3% | -11.6% | -16.9% |
| 6M | -24.1% | +9.7% | -33.8% | -26.3% |
| YTD | -27.4% | +9.4% | -36.9% | -29.9% |
| 1Y | -36.1% | +7.3% | -43.3% | -38.0% |
| 3Y | +35.4% | +27.6% | +7.7% | +24.9% |
| 5Y | -30.1% | +12.5% | -42.6% | -33.3% |
| 10Y | +15.8% | +87.4% | -71.6% | -0.6% |
| All | +15.8% | +92.1% | -76.2% | -0.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SYY.
Daily Out/Under-Performance
Portfolio return minus SYY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYY 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 10y: compounded portfolio wealth divided by compounded SYY 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…
10y analysis · Full analysis span regression · 6 months rolling