+32.8%
SNOW vs JCI
+280.2%
-247.4%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.9% | -7.3% | -6.3% |
| 7D | +2.8% | +3.8% | -1.0% | +1.0% |
| 30D | +6.4% | -5.7% | +12.1% | +9.2% |
| 3M | +38.1% | -1.4% | +39.5% | +37.7% |
| 6M | +100.4% | +4.1% | +96.3% | +89.8% |
| YTD | +53.7% | +21.7% | +32.0% | +31.2% |
| 1Y | +52.0% | +36.1% | +15.8% | +20.4% |
| 3Y | +114.7% | +154.4% | -39.8% | +11.0% |
| 5Y | +8.8% | +112.0% | -103.3% | -41.9% |
| All | +32.8% | +280.2% | -247.4% | -38.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling