-31.3%
BABA vs XLP
+32.7%
-64.0%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.1% | +1.7% |
| 7D | -4.8% | -1.0% | -3.7% | -4.2% |
| 30D | -11.9% | -0.9% | -11.0% | -11.6% |
| 3M | -9.3% | +3.8% | -13.1% | -11.8% |
| 6M | -14.2% | -1.7% | -12.5% | -13.7% |
| YTD | -22.0% | +10.3% | -32.3% | -27.4% |
| 1Y | -12.7% | +7.8% | -20.5% | -17.6% |
| 3Y | +26.7% | +27.2% | -0.5% | +5.5% |
| All | -31.3% | +32.7% | -64.0% | -46.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling