-6.4%
JD vs SNAP
-39.3%
+32.9%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.8% | -4.3% | -2.7% |
| 7D | +7.9% | -7.3% | +15.2% | +8.4% |
| 30D | +4.8% | -18.9% | +23.7% | +6.7% |
| 3M | -13.9% | -5.3% | -8.7% | -14.2% |
| 6M | -5.8% | -16.9% | +11.1% | -5.1% |
| YTD | +2.4% | -37.4% | +39.8% | +5.7% |
| All | -6.4% | -39.3% | +32.9% | -2.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling