+83.4%
SNOW vs JBL
+100.1%
-16.8%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.2% | -0.4% | -2.0% |
| 7D | +5.5% | +6.3% | -0.9% | +3.9% |
| 30D | -13.2% | -13.5% | +0.3% | -10.0% |
| 3M | -13.7% | -31.3% | +17.6% | -6.2% |
| 6M | +91.0% | -28.4% | +119.4% | +102.9% |
| YTD | +32.7% | +11.6% | +21.1% | +19.0% |
| 1Y | +13.3% | +26.1% | -12.9% | -3.4% |
| 3Y | +83.4% | +97.4% | -14.0% | +26.2% |
| All | +83.4% | +100.1% | -16.8% | +26.2% |
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 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