+691.2%
SNPS vs JD
+31.7%
+659.5%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -2.5% | +6.2% | +4.2% |
| 7D | +0.2% | +7.9% | -7.7% | -1.6% |
| 30D | -8.4% | +4.8% | -13.2% | -9.5% |
| 3M | +12.3% | -13.9% | +26.2% | +15.7% |
| 6M | -9.6% | -5.8% | -3.8% | -9.0% |
| YTD | -0.6% | +2.4% | -3.0% | -2.0% |
| 1Y | +18.7% | -7.5% | +26.2% | +19.6% |
| 3Y | -7.6% | +20.9% | -28.4% | -16.6% |
| 5Y | +34.1% | -58.0% | +92.1% | +46.6% |
| 10Y | +691.2% | +28.9% | +662.3% | +513.4% |
| All | +691.2% | +31.7% | +659.5% | +513.4% |
Cumulative growth
Daily Returns
Daily percentage return beside JD.
Daily Out/Under-Performance
Portfolio return minus JD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JD 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 JD 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