-50.9%
BABA vs XLC
+137.2%
-188.2%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.0% | -0.9% |
| 7D | -13.8% | +3.7% | -17.5% | -16.5% |
| 30D | -15.1% | -1.9% | -13.2% | -13.8% |
| 3M | -22.7% | -3.1% | -19.6% | -21.0% |
| 6M | -34.7% | -6.4% | -28.3% | -31.4% |
| YTD | -35.0% | -6.8% | -28.2% | -31.3% |
| 1Y | -40.4% | -1.7% | -38.7% | -39.9% |
| 3Y | +21.9% | +64.7% | -42.8% | -22.7% |
| 5Y | -39.9% | +41.1% | -81.0% | -56.8% |
| All | -50.9% | +137.2% | -188.2% | -77.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XLC.
Daily Out/Under-Performance
Portfolio return minus XLC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLC 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 XLC 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