+11.7%
BABA vs XLI
+226.3%
-214.6%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -0.9% | -6.2% | -6.5% |
| 7D | -12.7% | +4.3% | -17.0% | -15.2% |
| 30D | -14.9% | +0.5% | -15.3% | -15.4% |
| 3M | -24.6% | -8.6% | -16.0% | -20.4% |
| 6M | -29.3% | -2.3% | -27.0% | -28.9% |
| YTD | -35.0% | +10.1% | -45.1% | -39.7% |
| 1Y | -39.7% | +11.0% | -50.7% | -44.4% |
| 3Y | +21.2% | +72.3% | -51.1% | -17.5% |
| 5Y | -39.9% | +70.8% | -110.7% | -58.9% |
| All | +11.7% | +226.3% | -214.6% | -46.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XLI.
Daily Out/Under-Performance
Portfolio return minus XLI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLI 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 XLI 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