+28.2%
BABA vs XLP
+154.2%
-126.0%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -11.5% |
| 3M | -9.3% | +3.8% | -13.1% | -11.7% |
| 6M | -14.2% | -1.7% | -12.5% | -13.8% |
| YTD | -22.0% | +10.3% | -32.3% | -27.0% |
| 1Y | -12.7% | +7.8% | -20.5% | -17.3% |
| 3Y | +26.7% | +27.2% | -0.5% | +8.0% |
| 5Y | -29.3% | +32.5% | -61.9% | -41.3% |
| 10Y | +21.2% | +101.8% | -80.6% | -25.1% |
| All | +28.2% | +154.2% | -126.0% | -34.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling