-29.5%
BABA vs SYY
+18.4%
-47.9%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.3% | +2.5% | +1.8% |
| 7D | -4.8% | -2.3% | -2.5% | -3.8% |
| 30D | -11.9% | -4.9% | -7.0% | -10.0% |
| 3M | -9.3% | +8.4% | -17.6% | -13.3% |
| 6M | -14.2% | -7.4% | -6.9% | -12.2% |
| YTD | -22.0% | +11.0% | -33.0% | -27.9% |
| 1Y | -12.7% | -0.2% | -12.5% | -14.6% |
| 3Y | +26.7% | +23.8% | +2.9% | +5.4% |
| All | -29.5% | +18.4% | -47.9% | -41.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling