+22.3%
BABA vs SNPS
+972.1%
-949.8%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -4.9% | +7.5% | +4.4% |
| 7D | +8.6% | -10.2% | +18.7% | +12.7% |
| 30D | -1.1% | -12.8% | +11.8% | +3.6% |
| 3M | -15.9% | +9.9% | -25.8% | -20.4% |
| 6M | -17.5% | -12.4% | -5.2% | -15.4% |
| YTD | -25.6% | -6.3% | -19.3% | -26.5% |
| 1Y | -33.8% | +7.6% | -41.5% | -38.2% |
| 3Y | +34.6% | -9.8% | +44.4% | +17.4% |
| 5Y | -27.7% | +29.2% | -56.9% | -50.4% |
| 10Y | +17.7% | +663.8% | -646.1% | -74.2% |
| All | +22.3% | +972.1% | -949.8% | -79.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SNPS.
Daily Out/Under-Performance
Portfolio return minus SNPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNPS 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 SNPS 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