-78.5%
SNAP vs JBL
+938.1%
-1,016.6%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.2% | +3.0% | +1.9% |
| 7D | +6.0% | +6.3% | -0.3% | +2.9% |
| 30D | -13.8% | -13.5% | -0.3% | -7.6% |
| 3M | -0.8% | -31.3% | +30.6% | +17.7% |
| 6M | -6.2% | -28.4% | +22.2% | +6.9% |
| YTD | -34.8% | +11.6% | -46.4% | -42.5% |
| 1Y | -38.7% | +26.1% | -64.8% | -49.6% |
| 3Y | -53.5% | +97.4% | -150.8% | -72.0% |
| 5Y | -90.2% | +301.0% | -391.2% | -96.1% |
| All | -78.5% | +938.1% | -1,016.6% | -94.0% |
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