-29.0%
BABA vs SNDU
-24.4%
-4.7%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -8.3% | +1.3% | -7.0% |
| 7D | -12.7% | +30.7% | -43.4% | -12.8% |
| 30D | -14.9% | -67.1% | +52.2% | -13.9% |
| 3M | -24.6% | -65.1% | +40.5% | -23.9% |
| 6M | -29.3% | -82.0% | +52.6% | -30.0% |
| All | -29.0% | -24.4% | -4.7% | -38.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SNDU.
Daily Out/Under-Performance
Portfolio return minus SNDU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNDU 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 SNDU 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