+5.6%
BABA vs SN
+673.1%
-667.5%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.4% | -1.2% |
| 7D | -3.6% | +3.5% | -7.1% | -4.0% |
| 30D | -8.4% | +19.4% | -27.8% | -10.3% |
| 3M | -20.6% | +20.9% | -41.5% | -22.5% |
| 6M | -25.4% | +111.1% | -136.5% | -32.6% |
| YTD | -30.1% | +102.8% | -132.9% | -36.6% |
| 1Y | -36.3% | +146.2% | -182.5% | -43.6% |
| 3Y | +30.4% | +441.4% | -411.1% | +5.9% |
| All | +5.6% | +673.1% | -667.5% | -14.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 10y: compounded portfolio wealth divided by compounded SN 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…
10y analysis · Full analysis span regression · 6 months rolling