-78.3%
SNAP vs JBL
+1,171.3%
-1,249.6%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.3% | -1.9% | -2.1% |
| 7D | -5.0% | +4.0% | -9.0% | -6.9% |
| 30D | -0.7% | -7.5% | +6.7% | +2.3% |
| 3M | -5.0% | -14.1% | +9.0% | +0.5% |
| 6M | +3.5% | +25.9% | -22.4% | -11.6% |
| YTD | -34.2% | +36.7% | -70.9% | -47.0% |
| 1Y | -27.1% | +49.0% | -76.1% | -44.7% |
| 3Y | -43.5% | +191.8% | -235.2% | -72.4% |
| 5Y | -92.9% | +409.8% | -502.7% | -97.4% |
| All | -78.3% | +1,171.3% | -1,249.6% | -94.5% |
Cumulative growth
Daily Returns
Daily percentage return beside JBL.
Daily Out/Under-Performance
Portfolio return minus JBL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBL 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 JBL 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