+31.9%
BABA vs XLC
+65.2%
-33.3%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.4% | -2.9% | -2.8% |
| 7D | +2.4% | +6.2% | -3.9% | -1.7% |
| 30D | -7.8% | -2.4% | -5.4% | -6.4% |
| 3M | -22.4% | -3.3% | -19.0% | -20.9% |
| 6M | -26.0% | -7.3% | -18.7% | -22.4% |
| YTD | -29.3% | -7.6% | -21.7% | -25.8% |
| 1Y | -37.5% | -3.7% | -33.8% | -36.2% |
| 3Y | +31.9% | +62.9% | -31.0% | -3.1% |
| All | +31.9% | +65.2% | -33.3% | -3.1% |
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