+20.9%
JD vs SN
+428.0%
-407.1%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.9% | -5.5% | -2.9% |
| 7D | +7.9% | +7.6% | +0.3% | +6.9% |
| 30D | +4.8% | +24.1% | -19.3% | +2.1% |
| 3M | -13.9% | +23.7% | -37.6% | -16.2% |
| 6M | -5.8% | +105.5% | -111.3% | -14.5% |
| YTD | +2.4% | +105.1% | -102.7% | -7.3% |
| 1Y | -7.5% | +148.3% | -155.8% | -18.8% |
| 3Y | +20.9% | +438.7% | -417.8% | -13.5% |
| All | +20.9% | +428.0% | -407.1% | -13.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling