+558.6%
SNPS vs JD
+25.4%
+533.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.9% | -7.3% | -5.8% |
| 7D | -11.0% | -1.7% | -9.3% | -10.7% |
| 30D | -1.7% | -13.2% | +11.4% | +1.2% |
| 3M | -20.4% | -3.2% | -17.2% | -20.0% |
| 6M | -8.6% | +15.2% | -23.8% | -12.2% |
| YTD | -16.2% | +2.0% | -18.1% | -17.1% |
| 1Y | -34.6% | -5.4% | -29.2% | -34.2% |
| 3Y | -14.5% | -9.1% | -5.4% | -17.3% |
| 5Y | +17.0% | -59.6% | +76.6% | +28.9% |
| All | +558.6% | +25.4% | +533.2% | +410.7% |
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