+35.8%
SNPS vs JBL
+310.5%
-274.7%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.6% | -3.2% | -1.1% |
| 7D | -0.2% | +0.1% | -0.3% | -0.3% |
| 30D | -8.0% | -17.0% | +9.0% | -0.6% |
| 3M | +12.5% | -27.4% | +39.8% | +27.7% |
| 6M | -10.5% | -29.1% | +18.6% | +1.7% |
| YTD | -1.6% | +13.6% | -15.2% | -11.3% |
| 1Y | +16.8% | +22.8% | -6.0% | +1.2% |
| 3Y | -10.9% | +103.0% | -113.9% | -43.8% |
| 5Y | +35.8% | +307.4% | -271.6% | -48.8% |
| All | +35.8% | +310.5% | -274.7% | -48.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling