-26.1%
SNOW vs JCI
+96.3%
-122.4%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.3% | -0.3% | -1.4% |
| 7D | +5.5% | +3.2% | +2.3% | +3.8% |
| 30D | -13.2% | -8.6% | -4.6% | -9.0% |
| 3M | -13.7% | -7.7% | -6.0% | -10.3% |
| 6M | +91.0% | -2.6% | +93.6% | +89.4% |
| YTD | +32.7% | +17.4% | +15.3% | +13.4% |
| 1Y | +13.3% | +16.9% | -3.7% | -3.1% |
| 3Y | +83.4% | +186.7% | -103.4% | -22.9% |
| All | -26.1% | +96.3% | -122.4% | -58.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling