-2.8%
BABA vs SNAP
-78.1%
+75.3%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.7% | -0.1% |
| 7D | -13.8% | +6.0% | -19.8% | -14.6% |
| 30D | -15.1% | -13.8% | -1.3% | -13.4% |
| 3M | -22.7% | -0.8% | -22.0% | -23.2% |
| 6M | -34.7% | -6.2% | -28.4% | -34.9% |
| YTD | -35.0% | -34.8% | -0.2% | -32.1% |
| 1Y | -40.4% | -38.7% | -1.7% | -37.2% |
| 3Y | +21.9% | -53.5% | +75.4% | +26.2% |
| 5Y | -39.9% | -90.2% | +50.3% | -29.0% |
| All | -2.8% | -78.1% | +75.3% | -12.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling