+9.6%
XLF vs BABA
-18.7%
+28.3%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.4% |
| 7D | +0.2% | -0.2% | +0.3% | +0.2% |
| 30D | -0.5% | -12.3% | +11.7% | 0.0% |
| 3M | +10.6% | -5.3% | +16.0% | +11.0% |
| 6M | +14.3% | -13.1% | +27.4% | +14.9% |
| YTD | +5.5% | -22.4% | +28.0% | +7.0% |
| 1Y | +9.6% | -19.5% | +29.0% | +10.8% |
| All | +9.6% | -18.7% | +28.3% | +10.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling