+103.7%
SOXX vs BABA
-26.0%
+129.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.8% | -2.0% | -2.5% |
| 7D | +3.0% | -2.9% | +5.9% | +4.0% |
| 30D | -3.1% | -15.1% | +11.9% | +1.6% |
| 3M | -4.4% | -5.0% | +0.6% | -3.8% |
| 6M | +52.9% | -19.9% | +72.8% | +63.3% |
| YTD | +72.0% | -25.3% | +97.3% | +87.7% |
| All | +103.7% | -26.0% | +129.7% | +133.8% |
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 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