+229.8%
SOXX vs BABA
+29.6%
+200.3%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.9% | +3.6% | +1.4% |
| 7D | +6.1% | -2.2% | +8.2% | +6.7% |
| 30D | +0.5% | -17.3% | +17.8% | +5.4% |
| 3M | -5.3% | -7.8% | +2.4% | -4.0% |
| 6M | +58.3% | -16.8% | +75.1% | +64.8% |
| YTD | +76.8% | -24.7% | +101.5% | +88.5% |
| 1Y | +114.6% | -24.9% | +139.5% | +128.6% |
| All | +229.8% | +29.6% | +200.3% | +194.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling