+42.4%
XLK vs BABA
-24.1%
+66.4%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.9% | +2.9% | +0.5% |
| 7D | +2.3% | -2.2% | +4.5% | +2.7% |
| 30D | +0.8% | -17.3% | +18.2% | +4.1% |
| 3M | +4.1% | -7.8% | +11.8% | +5.1% |
| 6M | +34.8% | -16.8% | +51.5% | +38.2% |
| YTD | +30.8% | -24.7% | +55.5% | +36.8% |
| 1Y | +42.4% | -24.9% | +67.3% | +53.7% |
| All | +42.4% | -24.1% | +66.4% | +53.7% |
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 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