+1,933.7%
SOXX vs BABA
+29.1%
+1,904.5%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.2% | +1.8% |
| 7D | +5.6% | -0.2% | +5.8% | +5.7% |
| 30D | -2.7% | -12.3% | +9.5% | +0.9% |
| 3M | -7.5% | -5.3% | -2.2% | -6.8% |
| 6M | +63.5% | -13.1% | +76.6% | +69.0% |
| YTD | +75.7% | -22.4% | +98.1% | +87.4% |
| 1Y | +113.3% | -19.5% | +132.8% | +123.7% |
| 3Y | +227.4% | +32.9% | +194.5% | +179.5% |
| 5Y | +256.2% | -29.9% | +286.0% | +248.5% |
| 10Y | +1,512.5% | +16.7% | +1,495.7% | +1,183.3% |
| All | +1,933.7% | +29.1% | +1,904.5% | +1,340.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling