+311.5%
SPY vs BABA
+17.5%
+294.1%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.5% |
| 7D | +0.5% | -0.2% | +0.7% | +0.6% |
| 30D | -0.9% | -12.3% | +11.3% | +1.0% |
| 3M | +3.9% | -5.3% | +9.2% | +4.4% |
| 6M | +14.5% | -13.1% | +27.6% | +16.4% |
| YTD | +12.9% | -22.4% | +35.4% | +16.6% |
| 1Y | +19.4% | -19.5% | +38.8% | +21.9% |
| 3Y | +78.5% | +32.9% | +45.5% | +62.6% |
| 5Y | +81.8% | -29.9% | +111.6% | +80.1% |
| 10Y | +311.5% | +16.7% | +294.8% | +257.6% |
| All | +311.5% | +17.5% | +294.1% | +257.6% |
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