+247.9%
SOXX vs BABA
-29.4%
+277.3%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.7% | +1.2% | +1.7% |
| 7D | +1.4% | -3.5% | +4.9% | +2.3% |
| 30D | -3.6% | -12.7% | +9.1% | -0.6% |
| 3M | -10.2% | -3.0% | -7.1% | -10.1% |
| 6M | +54.2% | -19.1% | +73.3% | +61.2% |
| YTD | +75.2% | -24.7% | +100.0% | +85.9% |
| 1Y | +107.5% | -29.0% | +136.5% | +122.7% |
| 3Y | +226.8% | +30.9% | +195.8% | +193.8% |
| All | +247.9% | -29.4% | +277.3% | +219.9% |
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