+17.1%
BABA vs XLP
+126.4%
-109.4%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.3% | +2.6% | +1.9% |
| 7D | +11.6% | +0.7% | +10.9% | +11.2% |
| 30D | +2.3% | +10.3% | -8.0% | -3.0% |
| 3M | -13.7% | +6.5% | -20.2% | -16.7% |
| 6M | -21.9% | +8.4% | -30.3% | -25.6% |
| YTD | -24.6% | +18.2% | -42.8% | -31.8% |
| 1Y | -34.1% | +22.4% | -56.5% | -41.6% |
| 3Y | +36.3% | +41.9% | -5.6% | +10.6% |
| 5Y | -26.7% | +40.9% | -67.6% | -40.3% |
| All | +17.1% | +126.4% | -109.4% | -27.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XLP.
Daily Out/Under-Performance
Portfolio return minus XLP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLP 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 XLP 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