+319.2%
JPM vs SNOW
+37.6%
+281.6%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -5.4% | +4.5% | -0.5% |
| 7D | +0.3% | +2.8% | -2.5% | 0.0% |
| 30D | -0.2% | +6.4% | -6.6% | -0.8% |
| 3M | +15.9% | +38.1% | -22.2% | +12.6% |
| 6M | +20.9% | +100.4% | -79.4% | +12.6% |
| YTD | +12.9% | +53.7% | -40.8% | +7.6% |
| 1Y | +20.3% | +52.0% | -31.6% | +14.5% |
| 3Y | +160.9% | +114.7% | +46.3% | +135.2% |
| 5Y | +154.8% | +8.8% | +146.1% | +128.0% |
| All | +319.2% | +37.6% | +281.6% | +276.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling