+12.7%
BABA vs SNAP
-79.3%
+92.0%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.6% | +3.8% | +1.7% |
| 7D | +11.6% | -7.1% | +18.8% | +12.6% |
| 30D | +2.3% | -14.6% | +16.9% | +4.4% |
| 3M | -13.7% | -5.0% | -8.7% | -13.7% |
| 6M | -21.9% | -18.8% | -3.1% | -20.4% |
| YTD | -24.6% | -38.5% | +13.9% | -20.5% |
| 1Y | -34.1% | -38.1% | +4.0% | -30.7% |
| 3Y | +36.3% | -53.8% | +90.0% | +41.2% |
| 5Y | -26.7% | -90.7% | +63.9% | -12.8% |
| All | +12.7% | -79.3% | +92.0% | +3.0% |
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