+23.9%
BABA vs SYY
+178.4%
-154.6%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.2% | -0.9% | +0.7% |
| 7D | +11.6% | -7.3% | +18.9% | +13.6% |
| 30D | +2.3% | +0.1% | +2.2% | +2.1% |
| 3M | -13.7% | -8.2% | -5.5% | -12.1% |
| 6M | -21.9% | +6.3% | -28.2% | -23.7% |
| YTD | -24.6% | +7.3% | -32.0% | -27.0% |
| 1Y | -34.1% | +8.5% | -42.6% | -36.4% |
| 3Y | +36.3% | +24.9% | +11.3% | +26.0% |
| 5Y | -26.7% | +8.0% | -34.8% | -29.6% |
| 10Y | +19.2% | +107.2% | -88.0% | -8.9% |
| All | +23.9% | +178.4% | -154.6% | -18.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling