-26.1%
SNOW vs JBL
+299.0%
-325.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.2% | -0.4% | -1.6% |
| 7D | +5.5% | +6.3% | -0.9% | +2.7% |
| 30D | -13.2% | -13.5% | +0.3% | -7.3% |
| 3M | -13.7% | -31.3% | +17.6% | +0.8% |
| 6M | +91.0% | -28.4% | +119.4% | +113.4% |
| YTD | +32.7% | +11.6% | +21.1% | +12.2% |
| 1Y | +13.3% | +26.1% | -12.9% | -11.5% |
| 3Y | +83.4% | +97.4% | -14.0% | -2.4% |
| All | -26.1% | +299.0% | -325.1% | -83.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling