-40.4%
BABA vs SN
+141.7%
-182.2%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.8% | -2.8% | -0.3% |
| 7D | -13.8% | +1.5% | -15.3% | -13.9% |
| 30D | -15.1% | +21.5% | -36.6% | -16.9% |
| 3M | -22.7% | +20.0% | -42.8% | -24.3% |
| 6M | -34.7% | +119.9% | -154.6% | -42.6% |
| YTD | -35.0% | +102.3% | -137.3% | -41.5% |
| 1Y | -40.4% | +148.0% | -188.4% | -47.5% |
| All | -40.4% | +141.7% | -182.2% | -47.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling