+314.3%
JCI vs SNAP
-79.0%
+393.2%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.8% | +3.0% | +4.6% |
| 7D | -3.4% | -7.3% | +3.9% | -2.8% |
| 30D | -10.1% | -18.9% | +8.8% | -8.6% |
| 3M | -6.8% | -5.3% | -1.5% | -6.7% |
| 6M | +2.0% | -16.9% | +18.9% | +2.9% |
| YTD | +19.2% | -37.4% | +56.6% | +22.4% |
| 1Y | +16.7% | -38.5% | +55.2% | +20.0% |
| 3Y | +194.3% | -55.1% | +249.4% | +199.6% |
| 5Y | +103.0% | -90.8% | +193.8% | +121.0% |
| All | +314.3% | -79.0% | +393.2% | +272.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling