+311.1%
SPY vs BABA
+14.9%
+296.2%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.2% | +2.5% | +1.5% |
| 7D | -0.9% | -3.6% | +2.7% | -0.4% |
| 30D | -2.4% | -8.4% | +6.0% | -1.1% |
| 3M | -1.2% | -20.6% | +19.4% | +2.2% |
| 6M | +3.3% | -25.4% | +28.7% | +7.5% |
| YTD | +12.3% | -30.1% | +42.4% | +17.6% |
| 1Y | +12.4% | -36.3% | +48.7% | +19.4% |
| 3Y | +78.8% | +30.4% | +48.4% | +63.0% |
| 5Y | +75.2% | -35.7% | +110.9% | +76.2% |
| 10Y | +311.1% | +16.0% | +295.1% | +269.2% |
| All | +311.1% | +14.9% | +296.2% | +269.2% |
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