+113.9%
SOXX vs BABA
-14.2%
+128.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.3% | +2.2% | +3.1% |
| 7D | +2.2% | -4.8% | +7.0% | +3.6% |
| 30D | -2.0% | -11.9% | +9.9% | +1.3% |
| 3M | -13.7% | -9.3% | -4.4% | -11.2% |
| 6M | +52.4% | -14.2% | +66.6% | +58.7% |
| YTD | +72.8% | -22.0% | +94.8% | +85.1% |
| 1Y | +113.9% | -12.7% | +126.6% | +146.0% |
| All | +113.9% | -14.2% | +128.1% | +146.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling