+585.7%
JPM vs SNPS
+585.0%
+0.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.3% | -0.6% |
| 7D | -2.3% | -4.6% | +2.2% | -1.3% |
| 30D | -2.3% | -3.3% | +1.0% | -2.0% |
| 3M | +14.9% | -13.8% | +28.6% | +18.3% |
| 6M | +23.6% | -8.2% | +31.8% | +24.5% |
| YTD | +11.3% | -15.4% | +26.7% | +13.8% |
| 1Y | +19.9% | +2.4% | +17.5% | +15.2% |
| 3Y | +162.6% | -13.5% | +176.1% | +141.7% |
| 5Y | +154.6% | +19.5% | +135.2% | +101.3% |
| All | +585.7% | +585.0% | +0.7% | +156.6% |
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