+4,901.1%
SNPS vs JCI
+3,089.4%
+1,811.7%
-60.9%
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% | -5.9% |
| 7D | -11.0% | +3.8% | -14.9% | -12.0% |
| 30D | -1.7% | -5.7% | +3.9% | -0.3% |
| 3M | -20.4% | -1.4% | -19.0% | -20.3% |
| 6M | -8.6% | +4.1% | -12.8% | -10.1% |
| YTD | -16.2% | +21.7% | -37.9% | -21.2% |
| 1Y | -34.6% | +36.1% | -70.7% | -40.5% |
| 3Y | -14.5% | +154.4% | -168.9% | -34.4% |
| 5Y | +17.0% | +112.0% | -95.0% | -6.3% |
| 10Y | +560.0% | +322.2% | +237.8% | +335.3% |
| All | +4,901.1% | +3,089.4% | +1,811.7% | +1,300.3% |
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