-36.3%
BABA vs SNAP
-38.5%
+2.2%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +6.8% | -8.0% | -2.1% |
| 7D | -3.6% | -9.8% | +6.2% | -2.3% |
| 30D | -8.4% | -18.2% | +9.9% | -5.9% |
| 3M | -20.6% | -3.1% | -17.5% | -20.9% |
| 6M | -25.4% | -7.1% | -18.3% | -25.9% |
| YTD | -30.1% | -33.8% | +3.7% | -30.6% |
| 1Y | -36.3% | -39.0% | +2.8% | -37.5% |
| All | -36.3% | -38.5% | +2.2% | -37.5% |
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