-28.3%
BABA vs SYY
+7.8%
-36.1%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.2% | -0.9% | +0.3% |
| 7D | +11.6% | -7.3% | +18.9% | +15.0% |
| 30D | +2.3% | +0.1% | +2.2% | +1.8% |
| 3M | -13.7% | -8.2% | -5.5% | -10.9% |
| 6M | -21.9% | +6.3% | -28.2% | -25.5% |
| YTD | -24.6% | +7.3% | -32.0% | -30.0% |
| 1Y | -34.1% | +8.5% | -42.6% | -39.4% |
| 3Y | +36.3% | +24.9% | +11.3% | +9.6% |
| All | -28.3% | +7.8% | -36.1% | -39.4% |
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