+271.7%
XLF vs BABA
+25.5%
+246.3%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.3% | -1.9% | -0.8% |
| 7D | +1.2% | +11.6% | -10.5% | -0.5% |
| 30D | +6.3% | +2.3% | +4.1% | +5.9% |
| 3M | -0.8% | -13.7% | +12.9% | +1.1% |
| 6M | +11.0% | -21.9% | +32.9% | +14.4% |
| YTD | +5.6% | -24.6% | +30.3% | +8.9% |
| 1Y | +10.8% | -34.1% | +44.9% | +16.4% |
| 3Y | +77.8% | +36.3% | +41.5% | +61.3% |
| 5Y | +55.6% | -26.7% | +82.4% | +51.2% |
| 10Y | +252.5% | +19.2% | +233.3% | +193.7% |
| All | +271.7% | +25.5% | +246.3% | +192.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling