+15.9%
XLK vs BABA
-37.0%
+52.9%
-19.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.5% | +1.4% | -0.8% |
| 7D | -4.3% | +2.4% | -6.7% | -4.9% |
| 30D | -15.0% | -7.8% | -7.3% | -14.0% |
| 3M | -9.2% | -22.4% | +13.1% | -5.4% |
| 6M | -3.5% | -26.0% | +22.4% | +1.7% |
| YTD | +17.7% | -29.3% | +47.0% | +24.9% |
| All | +15.9% | -37.0% | +52.9% | +24.3% |
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