+21.0%
SGOV vs BABA
-40.0%
+61.0%
0.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +0.1% | -13.8% | +13.8% | +0.1% |
| 30D | +0.3% | -15.1% | +15.5% | +0.4% |
| 3M | +1.0% | -22.7% | +23.7% | +1.0% |
| 6M | +1.9% | -34.7% | +36.6% | +1.9% |
| YTD | +3.2% | -35.0% | +38.2% | +3.2% |
| 1Y | +3.8% | -40.4% | +44.2% | +3.8% |
| 3Y | +14.1% | +21.9% | -7.8% | +14.1% |
| All | +21.0% | -40.0% | +61.0% | +20.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BABA.
Daily Out/Under-Performance
Portfolio return minus BABA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BABA 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 BABA 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