+966.3%
XLK vs BABA
+29.8%
+936.4%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.3% | -0.6% | +0.4% |
| 7D | +0.9% | -4.8% | +5.6% | +2.0% |
| 30D | +0.7% | -11.9% | +12.6% | +3.4% |
| 3M | -2.9% | -9.3% | +6.3% | -1.3% |
| 6M | +34.3% | -14.2% | +48.5% | +37.8% |
| YTD | +30.4% | -22.0% | +52.4% | +36.3% |
| 1Y | +43.4% | -12.7% | +56.1% | +45.0% |
| 3Y | +116.8% | +26.7% | +90.2% | +93.1% |
| 5Y | +144.0% | -29.3% | +173.4% | +138.3% |
| 10Y | +778.8% | +21.2% | +757.5% | +616.7% |
| All | +966.3% | +29.8% | +936.4% | +709.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling