-5.6%
SHOP vs BABA
-30.9%
+25.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.8% | -1.1% |
| 7D | -5.1% | -4.8% | -0.3% | -3.1% |
| 30D | +0.6% | -11.9% | +12.5% | +5.7% |
| 3M | +25.0% | -9.3% | +34.3% | +28.8% |
| 6M | +11.9% | -14.2% | +26.2% | +16.7% |
| YTD | -9.9% | -22.0% | +12.2% | -2.5% |
| 1Y | 0.0% | -12.7% | +12.7% | +1.5% |
| 3Y | +117.5% | +26.7% | +90.8% | +69.2% |
| All | -5.6% | -30.9% | +25.3% | -12.2% |
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