+215.1%
XLF vs BABA
+8.5%
+206.7%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -7.1% | +6.3% | +0.3% |
| 7D | +1.2% | -12.7% | +13.9% | +3.1% |
| 30D | +6.2% | -14.9% | +21.1% | +8.5% |
| 3M | +0.9% | -24.6% | +25.5% | +4.6% |
| 6M | +13.6% | -29.3% | +43.0% | +18.5% |
| YTD | +7.6% | -35.0% | +42.6% | +13.0% |
| 1Y | +10.2% | -39.7% | +49.9% | +16.9% |
| 3Y | +79.8% | +21.2% | +58.7% | +66.1% |
| 5Y | +58.0% | -39.9% | +97.9% | +59.8% |
| All | +215.1% | +8.5% | +206.7% | +190.0% |
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