+116.9%
JCI vs SNAP
-92.8%
+209.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -4.0% | +5.9% | +2.3% |
| 7D | +3.8% | +0.7% | +3.1% | +3.7% |
| 30D | -5.7% | +2.6% | -8.3% | -6.1% |
| 3M | -1.4% | -9.9% | +8.5% | -0.9% |
| 6M | +4.1% | +1.9% | +2.3% | +3.0% |
| YTD | +21.7% | -32.2% | +54.0% | +24.7% |
| 1Y | +36.1% | -22.8% | +59.0% | +37.1% |
| 3Y | +154.4% | -47.6% | +202.0% | +154.6% |
| All | +116.9% | -92.8% | +209.6% | +139.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling