+804.3%
XLK vs BABA
+14.2%
+790.1%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.9% | +2.9% | +0.7% |
| 7D | +2.3% | -2.2% | +4.5% | +2.8% |
| 30D | +0.8% | -17.3% | +18.2% | +5.1% |
| 3M | +4.1% | -7.8% | +11.8% | +5.3% |
| 6M | +34.8% | -16.8% | +51.5% | +39.2% |
| YTD | +30.8% | -24.7% | +55.5% | +37.8% |
| 1Y | +42.4% | -24.9% | +67.3% | +49.3% |
| 3Y | +121.8% | +29.1% | +92.7% | +96.2% |
| 5Y | +146.6% | -30.5% | +177.1% | +144.3% |
| 10Y | +804.3% | +16.7% | +787.6% | +630.4% |
| All | +804.3% | +14.2% | +790.1% | +630.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling