+37.4%
JCI vs SNAP
-25.5%
+62.9%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.7% | +1.0% |
| 7D | +5.1% | +1.5% | +3.6% | +5.0% |
| 30D | -3.8% | +1.9% | -5.7% | -4.0% |
| 3M | +1.9% | -3.9% | +5.8% | +1.9% |
| 6M | +11.2% | +5.2% | +6.0% | +9.3% |
| YTD | +22.9% | -32.7% | +55.7% | +19.4% |
| 1Y | +37.4% | -24.8% | +62.2% | +35.3% |
| All | +37.4% | -25.5% | +62.9% | +35.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling