+29.6%
SNOW vs JBL
+889.7%
-860.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.0% | -5.3% | -2.4% |
| 7D | -2.4% | +2.4% | -4.8% | -3.5% |
| 30D | -1.0% | -13.1% | +12.1% | +4.8% |
| 3M | +36.9% | -15.6% | +52.4% | +44.9% |
| 6M | +83.4% | +24.6% | +58.8% | +54.3% |
| YTD | +50.0% | +39.6% | +10.4% | +17.5% |
| 1Y | +46.5% | +48.6% | -2.1% | +9.3% |
| 3Y | +93.3% | +197.3% | -103.9% | -14.0% |
| 5Y | +3.3% | +413.0% | -409.7% | -71.2% |
| All | +29.6% | +889.7% | -860.1% | -69.2% |
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