+660.9%
SNPS vs JCI
+291.9%
+369.1%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.3% | +0.6% | -0.6% |
| 7D | +1.1% | +3.2% | -2.1% | -0.4% |
| 30D | -5.2% | -8.6% | +3.4% | -1.2% |
| 3M | +10.6% | -7.7% | +18.3% | +14.5% |
| 6M | -10.6% | -2.6% | -8.1% | -10.2% |
| YTD | -3.1% | +17.4% | -20.5% | -11.6% |
| 1Y | +15.6% | +16.9% | -1.4% | +5.6% |
| 3Y | -12.9% | +186.7% | -199.7% | -48.9% |
| 5Y | +31.2% | +95.4% | -64.2% | -10.3% |
| All | +660.9% | +291.9% | +369.1% | +246.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling