-22.7%
JD vs SN
+659.6%
-682.3%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.7% | -1.0% | +1.4% |
| 7D | +13.4% | +7.2% | +6.2% | +12.6% |
| 30D | +7.7% | +20.4% | -12.7% | +5.7% |
| 3M | -11.3% | +23.9% | -35.2% | -13.3% |
| 6M | -5.1% | +93.0% | -98.2% | -11.9% |
| YTD | +5.0% | +99.2% | -94.2% | -3.1% |
| 1Y | -5.6% | +142.6% | -148.2% | -15.1% |
| 3Y | +17.8% | +398.8% | -381.0% | -2.6% |
| All | -22.7% | +659.6% | -682.3% | -36.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling