+32.1%
SNOW vs JBL
+871.8%
-839.7%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.1% | -0.7% |
| 7D | +4.9% | +4.4% | +0.5% | +3.1% |
| 30D | +1.5% | -8.4% | +10.0% | +5.0% |
| 3M | +39.5% | -14.2% | +53.7% | +46.4% |
| 6M | +85.9% | +29.6% | +56.3% | +53.0% |
| YTD | +52.9% | +37.1% | +15.9% | +20.8% |
| 1Y | +48.1% | +49.5% | -1.4% | +9.9% |
| 3Y | +102.2% | +192.7% | -90.5% | -9.5% |
| 5Y | +5.5% | +411.3% | -405.9% | -70.5% |
| All | +32.1% | +871.8% | -839.7% | -68.3% |
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