-11.2%
SHOP vs BABA
-40.0%
+28.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -1.2% | -13.8% | +12.5% | +5.2% |
| 30D | -14.7% | -15.1% | +0.4% | -8.6% |
| 3M | -7.2% | -22.7% | +15.5% | +3.1% |
| 6M | +54.2% | -34.7% | +88.9% | +82.2% |
| YTD | -8.6% | -35.0% | +26.4% | +6.9% |
| 1Y | +0.5% | -40.4% | +40.9% | +21.8% |
| 3Y | +135.9% | +21.9% | +114.0% | +82.0% |
| All | -11.2% | -40.0% | +28.8% | -13.8% |
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