+23.9%
BABA vs XLI
+266.9%
-243.0%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.2% | +1.2% |
| 7D | +11.6% | -2.8% | +14.5% | +13.6% |
| 30D | +2.3% | -3.1% | +5.4% | +4.2% |
| 3M | -13.7% | -11.7% | -2.0% | -6.3% |
| 6M | -21.9% | -7.6% | -14.4% | -18.3% |
| YTD | -24.6% | +5.7% | -30.3% | -28.2% |
| 1Y | -34.1% | +7.8% | -41.9% | -38.2% |
| 3Y | +36.3% | +67.4% | -31.1% | -6.8% |
| 5Y | -26.7% | +64.8% | -91.5% | -49.3% |
| 10Y | +19.2% | +241.2% | -222.0% | -54.0% |
| All | +23.9% | +266.9% | -243.0% | -55.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling