+34.5%
BABA vs SN
+384.9%
-350.4%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.0% | +3.6% | +2.8% |
| 7D | +8.6% | +3.8% | +4.7% | +8.0% |
| 30D | -1.1% | +17.5% | -18.6% | -3.3% |
| 3M | -15.9% | +19.2% | -35.1% | -18.1% |
| 6M | -17.5% | +84.9% | -102.5% | -25.2% |
| YTD | -25.6% | +94.0% | -119.6% | -33.3% |
| 1Y | -33.8% | +151.3% | -185.2% | -43.0% |
| All | +34.5% | +384.9% | -350.4% | +0.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling