+20.7%
XLK vs BABA
-34.7%
+55.4%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.9% | -4.9% | -0.8% |
| 7D | -7.6% | +4.3% | -11.9% | -8.3% |
| 30D | -12.2% | -5.0% | -7.2% | -11.4% |
| 3M | -5.5% | -18.4% | +12.9% | -2.3% |
| 6M | +9.2% | -20.3% | +29.4% | +13.3% |
| YTD | +23.0% | -27.5% | +50.5% | +30.1% |
| 1Y | +20.7% | -35.3% | +56.0% | +28.9% |
| All | +20.7% | -34.7% | +55.4% | +28.9% |
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 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