+94.8%
SNOW vs JCI
+163.4%
-68.6%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -0.9% |
| 7D | +8.4% | +4.1% | +4.3% | +7.1% |
| 30D | -1.0% | -3.8% | +2.9% | +0.1% |
| 3M | +38.3% | -1.6% | +40.0% | +38.2% |
| 6M | +81.3% | +9.5% | +71.8% | +70.2% |
| YTD | +51.1% | +21.7% | +29.4% | +32.6% |
| 1Y | +47.0% | +37.1% | +9.8% | +19.6% |
| All | +94.8% | +163.4% | -68.6% | +6.7% |
Cumulative growth
Daily Returns
Daily percentage return beside JCI.
Daily Out/Under-Performance
Portfolio return minus JCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JCI 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 JCI 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