-31.4%
BABA vs XLY
+26.1%
-57.5%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.3% | -0.4% |
| 7D | -2.9% | -3.9% | +1.0% | +0.1% |
| 30D | -15.1% | -6.1% | -9.0% | -11.0% |
| 3M | -5.0% | -1.2% | -3.9% | -4.6% |
| 6M | -19.9% | -1.8% | -18.2% | -19.0% |
| YTD | -25.3% | -5.9% | -19.4% | -22.0% |
| 1Y | -23.9% | -3.1% | -20.8% | -22.4% |
| 3Y | +28.1% | +36.0% | -7.9% | -5.0% |
| 5Y | -31.4% | +27.6% | -58.9% | -48.7% |
| All | -31.4% | +26.1% | -57.5% | -48.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XLY.
Daily Out/Under-Performance
Portfolio return minus XLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLY 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 XLY 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