+465.0%
JPM vs SNPS
+635.4%
-170.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.6% | +2.6% | +1.4% |
| 7D | +3.5% | +1.1% | +2.4% | +3.2% |
| 30D | +3.3% | -5.2% | +8.4% | +4.4% |
| 3M | -4.2% | +10.6% | -14.7% | -7.4% |
| 6M | +16.4% | -10.6% | +27.0% | +18.0% |
| YTD | +9.5% | -3.1% | +12.6% | +7.8% |
| 1Y | +14.0% | +15.6% | -1.5% | +7.1% |
| 3Y | +153.1% | -12.9% | +166.0% | +135.0% |
| 5Y | +134.9% | +31.2% | +103.7% | +82.3% |
| All | +465.0% | +635.4% | -170.4% | +115.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling