+394.3%
JPM vs SNAP
-77.9%
+472.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.2% | +2.5% | +0.5% |
| 7D | -0.4% | -5.0% | +4.6% | 0.0% |
| 30D | -1.4% | -0.7% | -0.7% | -1.5% |
| 3M | +13.9% | -5.0% | +19.0% | +13.9% |
| 6M | +23.5% | +3.5% | +20.0% | +22.1% |
| YTD | +11.6% | -34.2% | +45.8% | +14.4% |
| 1Y | +21.4% | -27.1% | +48.4% | +23.0% |
| 3Y | +163.4% | -43.5% | +206.9% | +163.2% |
| 5Y | +152.5% | -92.9% | +245.4% | +181.2% |
| All | +394.3% | -77.9% | +472.2% | +324.6% |
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 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