+17.8%
BABA vs SN
+490.7%
-472.9%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.3% | +1.4% |
| 7D | -4.8% | -9.3% | +4.6% | -3.7% |
| 30D | -11.9% | -4.8% | -7.1% | -11.5% |
| 3M | -9.3% | +40.4% | -49.7% | -13.5% |
| 6M | -14.2% | +50.9% | -65.2% | -19.4% |
| YTD | -22.0% | +54.9% | -77.0% | -26.9% |
| 1Y | -12.7% | +43.0% | -55.7% | -17.8% |
| 3Y | +26.7% | +391.8% | -365.2% | +6.0% |
| All | +17.8% | +490.7% | -472.9% | -1.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling