-60.8%
BABA vs SNOW
+20.7%
-81.5%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.6% | -4.1% | -2.8% |
| 7D | +2.4% | +0.2% | +2.1% | +2.1% |
| 30D | -7.8% | -19.8% | +12.1% | -4.1% |
| 3M | -22.4% | -11.6% | -10.7% | -21.3% |
| 6M | -26.0% | +94.0% | -120.0% | -37.7% |
| YTD | -29.3% | +34.8% | -64.1% | -36.3% |
| 1Y | -37.5% | +10.1% | -47.7% | -41.2% |
| 3Y | +31.9% | +84.4% | -52.5% | +2.6% |
| 5Y | -33.4% | -18.1% | -15.3% | -44.6% |
| All | -60.8% | +20.7% | -81.5% | -69.2% |
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