+327.4%
JCI vs SNAP
-77.4%
+404.8%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.7% | +1.1% |
| 7D | +5.1% | +1.5% | +3.6% | +5.0% |
| 30D | -3.8% | +1.9% | -5.7% | -4.2% |
| 3M | +1.9% | -3.9% | +5.8% | +1.8% |
| 6M | +11.2% | +5.2% | +6.0% | +9.7% |
| YTD | +22.9% | -32.7% | +55.7% | +25.8% |
| 1Y | +37.4% | -24.8% | +62.2% | +38.7% |
| 3Y | +167.8% | -42.2% | +210.0% | +166.9% |
| 5Y | +115.0% | -92.7% | +207.7% | +137.6% |
| All | +327.4% | -77.4% | +404.8% | +282.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SNAP.
Daily Out/Under-Performance
Portfolio return minus SNAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNAP 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 10y: compounded portfolio wealth divided by compounded SNAP 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…
10y analysis · Full analysis span regression · 6 months rolling