-24.0%
JD vs SN
+639.7%
-663.7%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.0% | +4.2% | +3.4% |
| 7D | +11.7% | +3.8% | +7.9% | +11.3% |
| 30D | +8.1% | +17.5% | -9.5% | +6.3% |
| 3M | -12.0% | +19.2% | -31.2% | -13.7% |
| 6M | -3.5% | +84.9% | -88.4% | -9.9% |
| YTD | +3.3% | +94.0% | -90.7% | -4.4% |
| 1Y | -7.4% | +151.3% | -158.8% | -17.1% |
| 3Y | +16.6% | +387.1% | -370.5% | -3.3% |
| All | -24.0% | +639.7% | -663.7% | -37.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling