+36.3%
BABA vs SNOW
+83.9%
-47.7%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.4% | -1.1% | +1.1% |
| 7D | +11.6% | -9.9% | +21.5% | +12.3% |
| 30D | +2.3% | -17.1% | +19.4% | +3.5% |
| 3M | -13.7% | -13.2% | -0.4% | -13.1% |
| 6M | -21.9% | +97.4% | -119.3% | -26.9% |
| YTD | -24.6% | +25.8% | -50.4% | -26.5% |
| 1Y | -34.1% | +4.2% | -38.3% | -34.6% |
| 3Y | +36.3% | +91.3% | -55.1% | +20.2% |
| All | +36.3% | +83.9% | -47.7% | +20.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling