+98.8%
JCI vs SNAP
-90.7%
+189.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.6% | +5.3% | +3.0% |
| 7D | -9.4% | -7.1% | -2.3% | -8.8% |
| 30D | -13.4% | -14.6% | +1.2% | -12.3% |
| 3M | -12.4% | -5.0% | -7.4% | -12.4% |
| 6M | -5.1% | -18.8% | +13.7% | -4.0% |
| YTD | +13.7% | -38.5% | +52.3% | +17.3% |
| 1Y | +11.4% | -38.1% | +49.5% | +14.7% |
| 3Y | +175.9% | -53.8% | +229.7% | +179.0% |
| All | +98.8% | -90.7% | +189.5% | +130.1% |
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