-63.9%
BABA vs SNOW
+21.9%
-85.9%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -0.8% | -6.2% | -6.9% |
| 7D | -12.7% | +10.8% | -23.5% | -14.5% |
| 30D | -14.9% | -16.5% | +1.6% | -12.2% |
| 3M | -24.6% | -10.1% | -14.5% | -23.9% |
| 6M | -29.3% | +96.5% | -125.9% | -40.7% |
| YTD | -35.0% | +36.2% | -71.2% | -41.6% |
| 1Y | -39.7% | +10.7% | -50.4% | -43.3% |
| 3Y | +21.2% | +86.2% | -65.0% | -5.9% |
| 5Y | -39.9% | -22.7% | -17.2% | -49.6% |
| All | -63.9% | +21.9% | -85.9% | -71.8% |
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