+277.1%
XLF vs BABA
+20.8%
+256.3%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.7% | +5.2% | +2.0% |
| 7D | +0.7% | +3.8% | -3.1% | +0.2% |
| 30D | +6.0% | -5.4% | +11.3% | +6.7% |
| 3M | +1.0% | -17.9% | +19.0% | +3.7% |
| 6M | +14.0% | -24.1% | +38.0% | +17.9% |
| YTD | +7.2% | -27.4% | +34.6% | +11.1% |
| 1Y | +11.6% | -36.1% | +47.7% | +17.8% |
| 3Y | +81.2% | +35.4% | +45.8% | +64.3% |
| 5Y | +57.9% | -30.1% | +88.0% | +54.6% |
| 10Y | +234.4% | +15.8% | +218.6% | +179.8% |
| All | +277.1% | +20.8% | +256.3% | +197.8% |
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 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