+4.7%
JD vs SNAP
-79.0%
+83.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.8% | -4.3% | -2.8% |
| 7D | +7.9% | -7.3% | +15.2% | +9.0% |
| 30D | +4.8% | -18.9% | +23.7% | +8.2% |
| 3M | -13.9% | -5.3% | -8.7% | -14.0% |
| 6M | -5.8% | -16.9% | +11.1% | -4.4% |
| YTD | +2.4% | -37.4% | +39.8% | +8.3% |
| 1Y | -7.5% | -38.5% | +30.9% | -2.2% |
| 3Y | +20.9% | -55.1% | +75.9% | +26.2% |
| 5Y | -58.0% | -90.8% | +32.8% | -47.9% |
| All | +4.7% | -79.0% | +83.7% | -5.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling