-11.7%
SPCX vs BABA
-6.4%
-5.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -3.7% | +9.5% | +6.0% |
| 7D | +4.2% | +3.8% | +0.4% | +3.7% |
| 30D | -12.6% | -5.4% | -7.2% | -12.1% |
| 3M | +6.7% | -17.9% | +24.7% | +8.4% |
| All | -11.7% | -6.4% | -5.3% | -11.4% |
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 · Available span rolling