+27.5%
BABA vs XLY
+277.8%
-250.3%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | +0.1% |
| 7D | -0.2% | -0.5% | +0.4% | +0.2% |
| 30D | -12.3% | -4.9% | -7.4% | -8.8% |
| 3M | -5.3% | -1.0% | -4.3% | -4.9% |
| 6M | -13.1% | 0.0% | -13.1% | -13.3% |
| YTD | -22.4% | -4.2% | -18.3% | -20.0% |
| 1Y | -19.5% | -2.7% | -16.8% | -18.2% |
| 3Y | +32.9% | +38.4% | -5.5% | -3.0% |
| 5Y | -29.9% | +28.9% | -58.8% | -46.2% |
| 10Y | +16.7% | +214.7% | -198.0% | -61.0% |
| All | +27.5% | +277.8% | -250.3% | -63.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling