+276.5%
XLF vs BABA
+29.8%
+246.7%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.3% | -2.1% | -1.0% |
| 7D | 0.0% | -4.8% | +4.8% | +0.7% |
| 30D | +0.2% | -11.9% | +12.1% | +1.9% |
| 3M | +11.7% | -9.3% | +21.0% | +12.9% |
| 6M | +13.8% | -14.2% | +28.0% | +15.5% |
| YTD | +7.0% | -22.0% | +29.0% | +9.9% |
| 1Y | +9.1% | -12.7% | +21.9% | +9.6% |
| 3Y | +75.6% | +26.7% | +49.0% | +61.5% |
| 5Y | +66.4% | -29.3% | +95.8% | +63.1% |
| 10Y | +250.3% | +21.2% | +229.0% | +191.7% |
| All | +276.5% | +29.8% | +246.7% | +194.7% |
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