+9.9%
SNXX vs BABA
-45.3%
+55.2%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | 0.0% | -11.6% | -11.6% |
| 7D | +8.5% | -13.8% | +22.3% | +13.5% |
| 30D | -66.5% | -15.1% | -51.4% | -64.6% |
| 3M | -74.6% | -22.7% | -51.9% | -72.2% |
| 6M | -82.8% | -34.7% | -48.1% | -76.5% |
| All | +9.9% | -45.3% | +55.2% | +46.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling