-57.0%
BABA vs SNOW
+36.9%
-93.9%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.4% |
| 7D | -0.2% | +4.9% | -5.1% | -1.5% |
| 30D | -12.3% | +1.5% | -13.8% | -13.0% |
| 3M | -5.3% | +39.5% | -44.8% | -12.2% |
| 6M | -13.1% | +85.9% | -99.0% | -26.2% |
| YTD | -22.4% | +52.9% | -75.4% | -31.5% |
| 1Y | -19.5% | +48.1% | -67.6% | -28.8% |
| 3Y | +32.9% | +102.2% | -69.2% | +2.0% |
| 5Y | -29.9% | +5.5% | -35.3% | -43.9% |
| All | -57.0% | +36.9% | -93.9% | -66.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SNOW.
Daily Out/Under-Performance
Portfolio return minus SNOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNOW 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 10y: compounded portfolio wealth divided by compounded SNOW 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…
10y analysis · Full analysis span regression · 6 months rolling