+19.6%
XLK vs BABA
-37.8%
+57.4%
-19.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.2% | +4.4% | +3.4% |
| 7D | -1.2% | -3.6% | +2.4% | -0.8% |
| 30D | -11.2% | -8.4% | -2.8% | -10.0% |
| 3M | -6.2% | -20.6% | +14.4% | -2.8% |
| 6M | -1.7% | -25.4% | +23.6% | +3.3% |
| YTD | +21.5% | -30.1% | +51.7% | +29.2% |
| 1Y | +19.6% | -36.3% | +55.9% | +28.5% |
| All | +19.6% | -37.8% | +57.4% | +28.5% |
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