+66.7%
SNXX vs BABA
-39.0%
+105.6%
-88.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +4.9% | -20.7% | -17.9% |
| 7D | -47.8% | +4.3% | -52.1% | -48.9% |
| 30D | -66.0% | -5.0% | -61.0% | -65.1% |
| 3M | -57.5% | -18.4% | -39.1% | -53.7% |
| 6M | -66.7% | -20.3% | -46.5% | -60.5% |
| All | +66.7% | -39.0% | +105.6% | +116.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BABA.
Daily Out/Under-Performance
Portfolio return minus BABA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BABA 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 1y: compounded portfolio wealth divided by compounded BABA 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…
1y analysis · Full analysis span regression · 6 months rolling