-2.8%
BABA vs SNAP
-78.3%
+75.4%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -2.2% | -4.8% | -6.7% |
| 7D | -12.7% | +2.6% | -15.2% | -13.1% |
| 30D | -14.9% | -19.6% | +4.7% | -12.3% |
| 3M | -24.6% | +0.4% | -25.0% | -25.3% |
| 6M | -29.3% | -5.9% | -23.4% | -29.6% |
| YTD | -35.0% | -35.3% | +0.3% | -32.0% |
| 1Y | -39.7% | -42.6% | +2.9% | -35.8% |
| 3Y | +21.2% | -53.9% | +75.1% | +25.6% |
| 5Y | -39.9% | -90.3% | +50.4% | -29.0% |
| All | -2.8% | -78.3% | +75.4% | -11.9% |
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