-46.6%
BABA vs XLC
+135.2%
-181.8%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.4% | -2.9% | -2.8% |
| 7D | +2.4% | +6.2% | -3.9% | -2.8% |
| 30D | -7.8% | -2.4% | -5.4% | -6.0% |
| 3M | -22.4% | -3.3% | -19.0% | -20.5% |
| 6M | -26.0% | -7.3% | -18.7% | -21.5% |
| YTD | -29.3% | -7.6% | -21.7% | -24.8% |
| 1Y | -37.5% | -3.7% | -33.8% | -35.9% |
| 3Y | +31.9% | +62.9% | -31.0% | -15.7% |
| 5Y | -33.4% | +41.6% | -75.1% | -52.3% |
| All | -46.6% | +135.2% | -181.8% | -75.2% |
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