+135.3%
JPM vs SNOW
-24.5%
+159.8%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.6% | +3.6% | +1.2% |
| 7D | +3.5% | +5.5% | -2.0% | +3.0% |
| 30D | +3.3% | -13.2% | +16.4% | +4.5% |
| 3M | -4.2% | -13.7% | +9.6% | -3.2% |
| 6M | +16.4% | +91.0% | -74.6% | +7.3% |
| YTD | +9.5% | +32.7% | -23.2% | +4.6% |
| 1Y | +14.0% | +13.3% | +0.8% | +10.7% |
| 3Y | +153.1% | +83.4% | +69.7% | +125.5% |
| All | +135.3% | -24.5% | +159.8% | +110.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SNOW.
Daily Out/Under-Performance
Portfolio return minus SNOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNOW 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 SNOW 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