+491.9%
SPCX vs BABA
+32.1%
+459.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.2% | -1.2% | -3.5% |
| 7D | +2.8% | -3.6% | +6.4% | -0.6% |
| 30D | -14.5% | -8.4% | -6.1% | -21.5% |
| 3M | +4.8% | -20.6% | +25.4% | -17.7% |
| 6M | +535.8% | -16.2% | +552.0% | +457.6% |
| YTD | +541.5% | -30.1% | +571.6% | +463.6% |
| 1Y | +443.5% | -36.3% | +479.8% | +377.9% |
| All | +491.9% | +32.1% | +459.8% | +414.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling