-15.6%
SNPS vs JD
-8.1%
-7.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.9% | -7.3% | -5.7% |
| 7D | -11.0% | -1.7% | -9.3% | -10.8% |
| 30D | -1.7% | -13.2% | +11.4% | +0.3% |
| 3M | -20.4% | -3.2% | -17.2% | -20.1% |
| 6M | -8.6% | +15.2% | -23.8% | -11.1% |
| YTD | -16.2% | +2.0% | -18.1% | -16.8% |
| 1Y | -34.6% | -5.4% | -29.2% | -34.1% |
| All | -15.6% | -8.1% | -7.6% | -11.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling