-77.7%
SNAP vs JBL
+1,168.1%
-1,245.7%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.5% | -5.6% | -4.8% |
| 7D | +0.7% | +3.0% | -2.3% | -0.8% |
| 30D | +2.6% | -8.3% | +10.9% | +6.2% |
| 3M | -9.9% | -16.9% | +7.0% | -3.1% |
| 6M | +1.9% | +21.8% | -19.9% | -11.5% |
| YTD | -32.2% | +36.3% | -68.5% | -45.3% |
| 1Y | -22.8% | +49.5% | -72.4% | -41.6% |
| 3Y | -47.6% | +170.6% | -218.2% | -73.3% |
| 5Y | -92.7% | +408.4% | -501.1% | -97.4% |
| All | -77.7% | +1,168.1% | -1,245.7% | -94.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling