-55.1%
SNAP vs JBL
+100.3%
-155.4%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +5.6% | -3.8% | -0.3% |
| 7D | -7.3% | -5.2% | -2.2% | -5.4% |
| 30D | -18.9% | -17.5% | -1.4% | -13.0% |
| 3M | -5.3% | -26.0% | +20.7% | +4.6% |
| 6M | -16.9% | -28.9% | +11.9% | -8.1% |
| YTD | -37.4% | +10.8% | -48.3% | -43.8% |
| 1Y | -38.5% | +18.3% | -56.8% | -46.6% |
| 3Y | -55.1% | +102.2% | -157.3% | -71.8% |
| All | -55.1% | +100.3% | -155.4% | -71.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling