-40.4%
BABA vs XLI
+10.6%
-51.0%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.2% |
| 7D | -13.8% | +3.8% | -17.5% | -14.9% |
| 30D | -15.1% | +1.0% | -16.1% | -15.6% |
| 3M | -22.7% | -8.9% | -13.8% | -19.3% |
| 6M | -34.7% | -2.3% | -32.4% | -34.8% |
| YTD | -35.0% | +9.7% | -44.7% | -39.4% |
| 1Y | -40.4% | +12.3% | -52.7% | -43.9% |
| All | -40.4% | +10.6% | -51.0% | -43.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling