+14.1%
XLF vs BABA
-22.7%
+36.9%
-8.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.7% | +5.2% | +1.5% |
| 7D | +0.7% | +3.8% | -3.1% | +0.6% |
| 30D | +6.0% | -5.4% | +11.3% | +5.7% |
| 3M | +1.0% | -17.9% | +19.0% | +0.3% |
| All | +14.1% | -22.7% | +36.9% | +12.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling