+4.5%
BABA vs SNAP
-77.7%
+82.3%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +6.8% | -8.0% | -2.2% |
| 7D | -3.6% | -9.8% | +6.2% | -2.3% |
| 30D | -8.4% | -18.2% | +9.9% | -5.8% |
| 3M | -20.6% | -3.1% | -17.5% | -20.9% |
| 6M | -25.4% | -7.1% | -18.3% | -25.5% |
| YTD | -30.1% | -33.8% | +3.7% | -27.1% |
| 1Y | -36.3% | -39.0% | +2.8% | -32.8% |
| 3Y | +30.4% | -52.8% | +83.2% | +34.7% |
| 5Y | -35.7% | -90.0% | +54.3% | -24.4% |
| All | +4.5% | -77.7% | +82.3% | -5.6% |
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 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