+20.3%
JPM vs SNAP
-24.3%
+44.6%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.0% | +3.1% | -0.6% |
| 7D | +0.3% | +0.7% | -0.5% | +0.2% |
| 30D | -0.2% | +2.6% | -2.8% | -0.5% |
| 3M | +15.9% | -9.9% | +25.8% | +16.6% |
| 6M | +20.9% | +1.9% | +19.1% | +18.7% |
| YTD | +12.9% | -32.2% | +45.1% | +14.0% |
| 1Y | +20.3% | -22.8% | +43.2% | +23.1% |
| All | +20.3% | -24.3% | +44.6% | +23.1% |
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