+9.1%
JPM vs SNAP
-41.1%
+50.1%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.2% | +2.1% | 0.0% |
| 7D | +1.6% | +2.6% | -0.9% | +1.4% |
| 30D | +3.4% | -19.6% | +23.0% | +5.2% |
| 3M | -5.7% | +0.4% | -6.0% | -6.0% |
| 6M | +13.5% | -5.9% | +19.5% | +13.2% |
| YTD | +8.4% | -35.3% | +43.8% | +11.2% |
| 1Y | +9.1% | -42.6% | +51.6% | +17.1% |
| All | +9.1% | -41.1% | +50.1% | +17.1% |
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