-31.3%
BABA vs SNAP
-92.8%
+61.5%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.0% | +5.3% | +2.0% |
| 7D | -4.8% | +0.7% | -5.5% | -5.0% |
| 30D | -11.9% | +2.6% | -14.5% | -12.6% |
| 3M | -9.3% | -9.9% | +0.6% | -8.3% |
| 6M | -14.2% | +1.9% | -16.1% | -15.9% |
| YTD | -22.0% | -32.2% | +10.2% | -18.1% |
| 1Y | -12.7% | -22.8% | +10.1% | -10.8% |
| 3Y | +26.7% | -47.6% | +74.3% | +28.3% |
| All | -31.3% | -92.8% | +61.5% | -11.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling