+23.9%
BABA vs SNPS
+996.8%
-972.9%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.3% | -1.0% | +0.4% |
| 7D | +11.6% | -3.7% | +15.3% | +13.0% |
| 30D | +2.3% | -10.4% | +12.7% | +6.1% |
| 3M | -13.7% | +11.0% | -24.6% | -18.6% |
| 6M | -21.9% | -10.7% | -11.2% | -20.4% |
| YTD | -24.6% | -4.1% | -20.5% | -26.1% |
| 1Y | -34.1% | +13.7% | -47.8% | -39.7% |
| 3Y | +36.3% | -8.1% | +44.3% | +18.1% |
| 5Y | -26.7% | +32.2% | -58.9% | -50.1% |
| 10Y | +19.2% | +681.4% | -662.2% | -74.1% |
| All | +23.9% | +996.8% | -972.9% | -79.2% |
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