+43.4%
XLK vs BABA
-14.2%
+57.5%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.3% | -0.6% | +0.5% |
| 7D | +0.9% | -4.8% | +5.6% | +1.7% |
| 30D | +0.7% | -11.9% | +12.6% | +2.8% |
| 3M | -2.9% | -9.3% | +6.3% | -1.5% |
| 6M | +34.3% | -14.2% | +48.5% | +36.9% |
| YTD | +30.4% | -22.0% | +52.4% | +35.4% |
| 1Y | +43.4% | -12.7% | +56.1% | +56.6% |
| All | +43.4% | -14.2% | +57.5% | +56.6% |
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