+16.7%
BABA vs SYY
+94.9%
-78.2%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.4% |
| 7D | -0.2% | -2.8% | +2.6% | +0.5% |
| 30D | -12.3% | -5.3% | -7.0% | -11.1% |
| 3M | -5.3% | +5.1% | -10.4% | -6.8% |
| 6M | -13.1% | -5.0% | -8.1% | -12.6% |
| YTD | -22.4% | +10.7% | -33.1% | -25.1% |
| 1Y | -19.5% | +0.7% | -20.2% | -20.5% |
| 3Y | +32.9% | +24.0% | +8.9% | +23.8% |
| 5Y | -29.9% | +19.3% | -49.1% | -33.6% |
| 10Y | +16.7% | +96.4% | -79.7% | +0.6% |
| All | +16.7% | +94.9% | -78.2% | +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