-61.2%
BABA vs SNOW
+22.9%
-84.2%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.8% | -3.0% | -1.5% |
| 7D | -3.6% | +3.7% | -7.2% | -4.4% |
| 30D | -8.4% | -16.4% | +8.1% | -5.5% |
| 3M | -20.6% | -9.9% | -10.7% | -19.8% |
| 6M | -25.4% | +98.8% | -124.2% | -37.5% |
| YTD | -30.1% | +37.3% | -67.4% | -37.3% |
| 1Y | -36.3% | +11.0% | -47.3% | -40.1% |
| 3Y | +30.4% | +87.8% | -57.4% | +1.1% |
| 5Y | -35.7% | -18.4% | -17.3% | -46.5% |
| All | -61.2% | +22.9% | -84.2% | -69.7% |
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