+18.8%
JPM vs SNPS
-4.5%
+23.3%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.8% |
| 7D | -0.7% | +0.9% | -1.6% | -0.7% |
| 30D | -2.5% | -3.6% | +1.2% | -2.3% |
| 3M | +14.1% | -12.9% | +27.1% | +15.2% |
| 6M | +25.1% | -8.2% | +33.3% | +24.9% |
| YTD | +12.1% | -15.4% | +27.5% | +12.4% |
| 1Y | +18.8% | -9.3% | +28.1% | +18.8% |
| All | +18.8% | -4.5% | +23.3% | +18.8% |
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