+8,387.1%
JPM vs SNPS
+6,385.9%
+2,001.2%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.1% | +0.3% |
| 7D | -2.5% | -0.2% | -2.3% | -2.4% |
| 30D | +2.7% | -8.0% | +10.8% | +4.7% |
| 3M | -4.7% | +12.5% | -17.1% | -8.5% |
| 6M | +15.6% | -10.5% | +26.0% | +17.0% |
| YTD | +8.6% | -1.6% | +10.2% | +6.4% |
| 1Y | +10.9% | +16.8% | -5.9% | +3.7% |
| 3Y | +149.9% | -10.9% | +160.8% | +134.6% |
| 5Y | +131.9% | +35.8% | +96.2% | +89.3% |
| 10Y | +481.0% | +675.0% | -194.0% | +188.8% |
| All | +8,387.1% | +6,385.9% | +2,001.2% | +2,593.0% |
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