+5,768.2%
SNPS vs JCI
+3,091.1%
+2,677.1%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.5% | -2.0% | -0.2% |
| 7D | -0.2% | +2.9% | -3.1% | -0.9% |
| 30D | -8.0% | -6.9% | -1.1% | -6.2% |
| 3M | +12.5% | -6.3% | +18.8% | +14.4% |
| 6M | -10.5% | +2.6% | -13.0% | -11.3% |
| YTD | -1.6% | +21.8% | -23.4% | -7.5% |
| 1Y | +16.8% | +19.6% | -2.8% | +10.4% |
| 3Y | -10.9% | +194.9% | -205.9% | -34.2% |
| 5Y | +35.8% | +108.1% | -72.4% | +9.3% |
| 10Y | +675.0% | +307.6% | +367.4% | +416.5% |
| All | +5,768.2% | +3,091.1% | +2,677.1% | +1,544.3% |
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