+16.5%
JD vs SNY
+64.5%
-48.0%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | -4.2% | -3.3% | -0.9% | -3.0% |
| 30D | -14.4% | -2.2% | -12.2% | -13.7% |
| 3M | -3.6% | -3.0% | -0.5% | -2.7% |
| 6M | -0.3% | +2.7% | -3.0% | -1.7% |
| YTD | -2.4% | -6.8% | +4.5% | -0.4% |
| 1Y | -18.5% | -5.3% | -13.3% | -17.7% |
| 3Y | -7.0% | -9.8% | +2.8% | -6.3% |
| 5Y | -61.7% | +9.7% | -71.4% | -65.6% |
| All | +16.5% | +64.5% | -48.0% | -9.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling