-56.7%
BABA vs SNOW
+37.6%
-94.4%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -5.4% | +6.7% | +2.4% |
| 7D | -4.8% | +2.8% | -7.6% | -5.6% |
| 30D | -11.9% | +6.4% | -18.3% | -13.5% |
| 3M | -9.3% | +38.1% | -47.4% | -15.7% |
| 6M | -14.2% | +100.4% | -114.6% | -28.5% |
| YTD | -22.0% | +53.7% | -75.7% | -31.3% |
| 1Y | -12.7% | +52.0% | -64.7% | -23.2% |
| 3Y | +26.7% | +114.7% | -88.0% | -4.5% |
| 5Y | -29.3% | +8.8% | -38.1% | -43.8% |
| All | -56.7% | +37.6% | -94.4% | -66.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling