-9.7%
JD vs SNY
+2.7%
-12.5%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +4.7% | -1.7% | +2.0% |
| 7D | +9.0% | +12.4% | -3.4% | +6.2% |
| 30D | +5.2% | +20.1% | -14.9% | +1.1% |
| 3M | -15.9% | +11.2% | -27.1% | -17.8% |
| 6M | -7.7% | +9.5% | -17.2% | -9.6% |
| YTD | +0.1% | +3.4% | -3.3% | -1.5% |
| 1Y | -9.7% | +2.0% | -11.8% | -11.0% |
| All | -9.7% | +2.7% | -12.5% | -11.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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