+11.3%
BABA vs SNAP
-78.8%
+90.1%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -14.0% | +16.7% | +4.8% |
| 7D | +8.6% | -10.4% | +19.0% | +10.2% |
| 30D | -1.1% | -11.9% | +10.8% | +0.5% |
| 3M | -15.9% | -4.5% | -11.4% | -16.0% |
| 6M | -17.5% | -16.7% | -0.8% | -16.3% |
| YTD | -25.6% | -36.9% | +11.3% | -21.8% |
| 1Y | -33.8% | -30.3% | -3.6% | -31.7% |
| 3Y | +34.6% | -52.5% | +87.1% | +39.0% |
| 5Y | -27.7% | -90.4% | +62.8% | -14.2% |
| All | +11.3% | -78.8% | +90.1% | +1.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling