+34.3%
XLK vs BABA
-15.3%
+49.6%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.3% | -0.6% | +0.5% |
| 7D | +0.9% | -4.8% | +5.6% | +1.7% |
| 30D | +0.7% | -11.9% | +12.6% | +2.9% |
| 3M | -2.9% | -9.3% | +6.3% | -0.3% |
| 6M | +34.3% | -14.2% | +48.5% | +38.1% |
| All | +34.3% | -15.3% | +49.6% | +38.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling