+912.2%
SNPS vs JD
+48.3%
+863.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +1.0% |
| 3M | -20.4% | -3.2% | -17.2% | -20.1% |
| 6M | -8.6% | +15.2% | -23.8% | -11.9% |
| 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% | -17.0% |
| 5Y | +17.0% | -59.6% | +76.6% | +27.1% |
| 10Y | +560.0% | +26.2% | +533.8% | +442.5% |
| All | +912.2% | +48.3% | +863.9% | +713.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling