+3,608.8%
SHOP vs BABA
+16.2%
+3,592.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.3% | +2.3% | +3.0% |
| 7D | -5.4% | +11.6% | -17.1% | -10.4% |
| 30D | -10.3% | +2.3% | -12.6% | -11.3% |
| 3M | +1.0% | -13.7% | +14.7% | +7.8% |
| 6M | +41.2% | -21.9% | +63.1% | +55.4% |
| YTD | -7.5% | -24.6% | +17.2% | +2.4% |
| 1Y | -4.6% | -34.1% | +29.5% | +12.5% |
| 3Y | +146.4% | +36.3% | +110.2% | +78.3% |
| 5Y | -2.5% | -26.7% | +24.2% | -5.9% |
| All | +3,608.8% | +16.2% | +3,592.6% | +2,111.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling