+13.8%
BABA vs SN
+659.6%
-645.7%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.7% | -1.4% | +1.0% |
| 7D | +11.6% | +7.2% | +4.5% | +10.7% |
| 30D | +2.3% | +20.4% | -18.1% | 0.0% |
| 3M | -13.7% | +23.9% | -37.6% | -16.0% |
| 6M | -21.9% | +93.0% | -115.0% | -28.6% |
| YTD | -24.6% | +99.2% | -123.9% | -31.5% |
| 1Y | -34.1% | +142.6% | -176.7% | -41.6% |
| 3Y | +36.3% | +398.8% | -362.5% | +11.2% |
| All | +13.8% | +659.6% | -645.7% | -7.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling