-24.8%
JD vs SN
+671.7%
-696.5%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.1% | -0.1% |
| 7D | +5.2% | +7.6% | -2.4% | +4.4% |
| 30D | +4.5% | +22.4% | -17.9% | +2.4% |
| 3M | -15.4% | +21.7% | -37.1% | -17.2% |
| 6M | -6.0% | +102.8% | -108.9% | -13.2% |
| YTD | +2.2% | +102.4% | -100.3% | -5.9% |
| 1Y | -6.7% | +139.0% | -145.6% | -15.8% |
| 3Y | +20.5% | +440.4% | -419.9% | -0.6% |
| All | -24.8% | +671.7% | -696.5% | -38.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 SN 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