+6.8%
BABA vs SNY
+38.5%
-31.6%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | +0.1% |
| 7D | -13.8% | +2.8% | -16.6% | -14.5% |
| 30D | -15.1% | +21.6% | -36.7% | -20.0% |
| 3M | -22.7% | +10.5% | -33.2% | -25.2% |
| 6M | -34.7% | +14.0% | -48.7% | -37.6% |
| YTD | -35.0% | +5.4% | -40.4% | -36.6% |
| 1Y | -40.4% | -2.5% | -38.0% | -40.4% |
| 3Y | +21.9% | +22.1% | -0.2% | +12.1% |
| 5Y | -39.9% | +18.0% | -57.9% | -45.9% |
| 10Y | +7.9% | +77.7% | -69.8% | -19.2% |
| All | +6.8% | +38.5% | -31.6% | -15.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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