+11.7%
BABA vs SYY
+86.6%
-74.9%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -0.9% | -6.1% | -6.8% |
| 7D | -12.7% | +1.3% | -14.0% | -13.0% |
| 30D | -14.9% | -3.5% | -11.3% | -14.3% |
| 3M | -24.6% | -9.3% | -15.3% | -23.1% |
| 6M | -29.3% | +5.9% | -35.3% | -30.8% |
| YTD | -35.0% | +6.5% | -41.5% | -36.8% |
| 1Y | -39.7% | +4.0% | -43.7% | -41.1% |
| 3Y | +21.2% | +23.0% | -1.8% | +12.9% |
| 5Y | -39.9% | +14.3% | -54.2% | -42.6% |
| All | +11.7% | +86.6% | -74.9% | -3.3% |
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