+36.3%
BABA vs XLC
+60.5%
-24.2%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.8% | +1.0% |
| 7D | +11.6% | +4.9% | +6.7% | +8.2% |
| 30D | +2.3% | -5.8% | +8.1% | +6.3% |
| 3M | -13.7% | -5.4% | -8.3% | -10.7% |
| 6M | -21.9% | -10.2% | -11.7% | -16.4% |
| YTD | -24.6% | -10.2% | -14.5% | -19.4% |
| 1Y | -34.1% | -5.6% | -28.5% | -31.7% |
| 3Y | +36.3% | +61.0% | -24.7% | +1.1% |
| All | +36.3% | +60.5% | -24.2% | +1.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling