+28.2%
BABA vs SNY
+26.6%
+1.5%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.3% |
| 7D | -4.8% | -1.3% | -3.5% | -4.4% |
| 30D | -11.9% | +3.4% | -15.3% | -12.8% |
| 3M | -9.3% | -0.3% | -9.0% | -9.4% |
| 6M | -14.2% | +1.0% | -15.3% | -14.9% |
| YTD | -22.0% | -3.6% | -18.4% | -21.7% |
| 1Y | -12.7% | +3.0% | -15.7% | -14.4% |
| 3Y | +26.7% | -4.3% | +31.0% | +24.7% |
| 5Y | -29.3% | +5.2% | -34.5% | -33.9% |
| 10Y | +21.2% | +70.2% | -49.0% | -8.3% |
| All | +28.2% | +26.6% | +1.5% | +4.0% |
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