+660.9%
SNPS vs JBL
+1,148.2%
-487.3%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.2% | +0.6% | -0.7% |
| 7D | +1.1% | +6.3% | -5.3% | -1.5% |
| 30D | -5.2% | -13.5% | +8.3% | +0.6% |
| 3M | +10.6% | -31.3% | +41.9% | +28.0% |
| 6M | -10.6% | -28.4% | +17.8% | +0.7% |
| YTD | -3.1% | +11.6% | -14.7% | -10.9% |
| 1Y | +15.6% | +26.1% | -10.6% | +0.6% |
| 3Y | -12.9% | +97.4% | -110.3% | -40.9% |
| 5Y | +31.2% | +301.0% | -269.8% | -36.7% |
| All | +660.9% | +1,148.2% | -487.3% | +136.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling