+28.2%
BABA vs XLI
+294.3%
-266.1%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.9% | +1.0% |
| 7D | -4.8% | -1.1% | -3.7% | -4.0% |
| 30D | -11.9% | -5.9% | -6.0% | -8.2% |
| 3M | -9.3% | -0.3% | -9.0% | -9.6% |
| 6M | -14.2% | +0.1% | -14.4% | -14.9% |
| YTD | -22.0% | +13.6% | -35.6% | -29.1% |
| 1Y | -12.7% | +17.2% | -29.9% | -22.4% |
| 3Y | +26.7% | +68.2% | -41.6% | -13.3% |
| 5Y | -29.3% | +80.7% | -110.1% | -54.0% |
| 10Y | +21.2% | +253.3% | -232.0% | -53.7% |
| All | +28.2% | +294.3% | -266.1% | -56.3% |
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