-7.6%
SNPS vs JCI
+189.7%
-197.3%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +4.8% | -1.1% | +1.5% |
| 7D | +0.2% | -3.4% | +3.6% | +1.6% |
| 30D | -8.4% | -10.1% | +1.7% | -4.1% |
| 3M | +12.3% | -6.8% | +19.0% | +15.6% |
| 6M | -9.6% | +2.0% | -11.6% | -10.9% |
| YTD | -0.6% | +19.2% | -19.8% | -10.0% |
| 1Y | +18.7% | +16.7% | +1.9% | +8.6% |
| 3Y | -7.6% | +194.3% | -201.9% | -46.9% |
| All | -7.6% | +189.7% | -197.3% | -46.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling