+10.0%
JPM vs SNAP
-39.9%
+49.9%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.1% |
| 7D | +1.2% | -10.6% | +11.8% | +2.3% |
| 30D | +2.7% | -19.7% | +22.5% | +4.6% |
| 3M | -4.5% | -6.5% | +2.1% | -4.2% |
| 6M | +14.3% | -17.8% | +32.1% | +15.8% |
| YTD | +8.2% | -38.0% | +46.2% | +11.9% |
| 1Y | +10.0% | -42.5% | +52.5% | +18.1% |
| All | +10.0% | -39.9% | +49.9% | +18.1% |
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