-34.1%
BABA vs SNAP
-42.2%
+8.1%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.6% | +3.8% | +1.6% |
| 7D | +11.6% | -7.1% | +18.8% | +12.4% |
| 30D | +2.3% | -14.6% | +16.9% | +4.2% |
| 3M | -13.7% | -5.0% | -8.7% | -13.9% |
| 6M | -21.9% | -18.8% | -3.1% | -20.9% |
| YTD | -24.6% | -38.5% | +13.9% | -25.2% |
| 1Y | -34.1% | -38.1% | +4.0% | -34.7% |
| All | -34.1% | -42.2% | +8.1% | -34.7% |
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