-35.1%
BABA vs SYY
+4.6%
-39.7%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -1.1% |
| 7D | -3.6% | 0.0% | -3.6% | -3.6% |
| 30D | -8.4% | -2.2% | -6.1% | -8.3% |
| 3M | -20.6% | -8.0% | -12.6% | -20.3% |
| 6M | -25.4% | +7.5% | -32.9% | -27.1% |
| YTD | -30.1% | +7.4% | -37.5% | -31.4% |
| All | -35.1% | +4.6% | -39.7% | -36.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling