+8,720.0%
JPM vs SNPS
+5,427.6%
+3,292.5%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -5.4% | +4.5% | +0.4% |
| 7D | +0.3% | -11.0% | +11.3% | +3.2% |
| 30D | -0.2% | -1.7% | +1.6% | -0.2% |
| 3M | +15.9% | -20.4% | +36.2% | +21.8% |
| 6M | +20.9% | -8.6% | +29.6% | +22.0% |
| YTD | +12.9% | -16.2% | +29.0% | +15.8% |
| 1Y | +20.3% | -34.6% | +54.9% | +26.8% |
| 3Y | +160.9% | -14.5% | +175.4% | +148.2% |
| 5Y | +154.8% | +17.0% | +137.8% | +117.0% |
| 10Y | +591.1% | +560.0% | +31.1% | +260.1% |
| All | +8,720.0% | +5,427.6% | +3,292.5% | +2,833.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling