-61.3%
JD vs SNAP
-92.8%
+31.5%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -4.0% | +5.9% | +2.7% |
| 7D | -1.7% | +0.7% | -2.4% | -1.9% |
| 30D | -13.2% | +2.6% | -15.8% | -13.9% |
| 3M | -3.2% | -9.9% | +6.7% | -2.2% |
| 6M | +15.2% | +1.9% | +13.4% | +12.5% |
| YTD | +2.0% | -32.2% | +34.2% | +7.5% |
| 1Y | -5.4% | -22.8% | +17.5% | -3.4% |
| 3Y | -9.1% | -47.6% | +38.5% | -7.9% |
| All | -61.3% | -92.8% | +31.5% | -47.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling