+17.1%
SNPS vs JD
-60.2%
+77.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +0.5% |
| 3M | -20.4% | -3.2% | -17.2% | -20.1% |
| 6M | -8.6% | +15.2% | -23.8% | -11.3% |
| YTD | -16.2% | +2.0% | -18.1% | -16.9% |
| 1Y | -34.6% | -5.4% | -29.2% | -34.2% |
| 3Y | -14.5% | -9.1% | -5.4% | -15.8% |
| All | +17.1% | -60.2% | +77.3% | +26.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling