+152.5%
JPM vs SNPS
+16.9%
+135.6%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.3% |
| 7D | -0.4% | -5.5% | +5.0% | +0.5% |
| 30D | -1.4% | -4.5% | +3.1% | -0.9% |
| 3M | +13.9% | -15.5% | +29.4% | +16.7% |
| 6M | +23.5% | -10.1% | +33.6% | +24.6% |
| YTD | +11.6% | -16.3% | +27.9% | +13.6% |
| 1Y | +21.4% | -34.9% | +56.3% | +26.4% |
| 3Y | +163.4% | -14.4% | +177.8% | +145.4% |
| 5Y | +152.5% | +17.9% | +134.6% | +108.6% |
| All | +152.5% | +16.9% | +135.6% | +108.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling