+645.9%
SNPS vs JD
+29.8%
+616.1%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +3.3% | -8.2% | -5.6% |
| 7D | -10.2% | +11.7% | -21.9% | -12.4% |
| 30D | -12.8% | +8.1% | -20.9% | -14.4% |
| 3M | +9.9% | -12.0% | +21.8% | +12.7% |
| 6M | -12.4% | -3.5% | -8.9% | -12.3% |
| YTD | -6.3% | +3.3% | -9.6% | -7.8% |
| 1Y | +7.6% | -7.4% | +15.1% | +8.5% |
| 3Y | -9.8% | +16.6% | -26.4% | -17.8% |
| 5Y | +29.2% | -57.9% | +87.1% | +41.2% |
| All | +645.9% | +29.8% | +616.1% | +478.0% |
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