-35.3%
BABA vs SNAP
-22.3%
-13.0%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +5.9% | -1.0% | +3.9% |
| 7D | +4.3% | -0.7% | +5.0% | +4.3% |
| 30D | -5.0% | +5.5% | -10.5% | -6.0% |
| 3M | -18.4% | +2.2% | -20.6% | -19.1% |
| 6M | -20.3% | -4.1% | -16.2% | -21.0% |
| YTD | -27.5% | -26.6% | -0.9% | -28.9% |
| 1Y | -35.3% | -20.7% | -14.6% | -36.6% |
| All | -35.3% | -22.3% | -13.0% | -36.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SNAP.
Daily Out/Under-Performance
Portfolio return minus SNAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNAP 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 SNAP 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