-30.9%
SNXX vs JD
-4.7%
-26.2%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.1% | +2.1% | -5.1% |
| 7D | +26.7% | -0.8% | +27.5% | +22.9% |
| 30D | +90.7% | -16.0% | +106.7% | +28.2% |
| 3M | -30.9% | -3.2% | -27.7% | -36.6% |
| All | -30.9% | -4.7% | -26.2% | -36.6% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling