+379.1%
JPM vs SNAP
-79.2%
+458.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.1% |
| 7D | +1.2% | -10.6% | +11.8% | +2.1% |
| 30D | +2.7% | -19.7% | +22.5% | +4.5% |
| 3M | -4.5% | -6.5% | +2.1% | -4.2% |
| 6M | +14.3% | -17.8% | +32.1% | +15.3% |
| YTD | +8.2% | -38.0% | +46.2% | +11.2% |
| 1Y | +10.0% | -42.5% | +52.5% | +13.8% |
| 3Y | +149.0% | -55.8% | +204.8% | +153.8% |
| 5Y | +131.0% | -90.5% | +221.6% | +151.7% |
| All | +379.1% | -79.2% | +458.2% | +312.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling