+16.1%
JPM vs SNPS
+6.4%
+9.6%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | 0.0% | +4.2% | +4.2% |
| 7D | +3.8% | -3.9% | +7.7% | +4.1% |
| 30D | +6.5% | -5.2% | +11.7% | +6.9% |
| 3M | -1.0% | +14.6% | -15.7% | -2.5% |
| 6M | +15.5% | -6.9% | +22.5% | +16.2% |
| YTD | +11.4% | -1.4% | +12.8% | +9.7% |
| 1Y | +16.1% | +11.2% | +4.9% | +12.5% |
| All | +16.1% | +6.4% | +9.6% | +12.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SNPS.
Daily Out/Under-Performance
Portfolio return minus SNPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNPS 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 SNPS 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