-47.2%
BABA vs XLC
+137.1%
-184.3%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.8% | -1.9% | -1.8% |
| 7D | -3.6% | +3.5% | -7.0% | -6.5% |
| 30D | -8.4% | -2.6% | -5.8% | -6.5% |
| 3M | -20.6% | -2.1% | -18.5% | -19.6% |
| 6M | -25.4% | -5.5% | -19.9% | -22.2% |
| YTD | -30.1% | -6.9% | -23.2% | -26.1% |
| 1Y | -36.3% | -3.7% | -32.6% | -34.6% |
| 3Y | +30.4% | +64.2% | -33.8% | -17.2% |
| 5Y | -35.7% | +43.0% | -78.8% | -54.3% |
| All | -47.2% | +137.1% | -184.3% | -75.7% |
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