-28.3%
BABA vs SNAP
-90.7%
+62.4%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.6% | +3.8% | +1.7% |
| 7D | +11.6% | -7.1% | +18.8% | +12.8% |
| 30D | +2.3% | -14.6% | +16.9% | +4.8% |
| 3M | -13.7% | -5.0% | -8.7% | -13.7% |
| 6M | -21.9% | -18.8% | -3.1% | -20.2% |
| YTD | -24.6% | -38.5% | +13.9% | -19.8% |
| 1Y | -34.1% | -38.1% | +4.0% | -30.1% |
| 3Y | +36.3% | -53.8% | +90.0% | +40.8% |
| All | -28.3% | -90.7% | +62.4% | +12.8% |
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