+145.7%
XLK vs BABA
-31.3%
+177.0%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.4% |
| 7D | +2.3% | -0.2% | +2.5% | +2.3% |
| 30D | -0.1% | -12.3% | +12.2% | +1.9% |
| 3M | +2.1% | -5.3% | +7.4% | +2.6% |
| 6M | +37.2% | -13.1% | +50.2% | +39.5% |
| YTD | +30.8% | -22.4% | +53.2% | +35.2% |
| 1Y | +42.6% | -19.5% | +62.1% | +46.0% |
| 3Y | +121.8% | +32.9% | +88.9% | +104.5% |
| 5Y | +145.7% | -29.9% | +175.5% | +127.5% |
| All | +145.7% | -31.3% | +177.0% | +127.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling