+124.0%
JPM vs SNAP
-90.7%
+214.7%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.6% | +1.7% | -0.6% |
| 7D | -0.8% | -7.1% | +6.4% | -0.2% |
| 30D | +1.5% | -14.6% | +16.1% | +2.6% |
| 3M | -5.7% | -5.0% | -0.7% | -5.6% |
| 6M | +7.2% | -18.8% | +26.1% | +8.3% |
| YTD | +5.8% | -38.5% | +44.3% | +8.6% |
| 1Y | +8.8% | -38.1% | +46.9% | +11.5% |
| 3Y | +147.4% | -53.8% | +201.2% | +150.4% |
| All | +124.0% | -90.7% | +214.7% | +144.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling