+368.8%
SNXX vs JD
-4.0%
+372.8%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +0.1% | -7.2% | -6.9% |
| 7D | -12.0% | -4.2% | -7.8% | -15.5% |
| 30D | +37.9% | -14.4% | +52.3% | +21.3% |
| 3M | -52.7% | -3.6% | -49.1% | -54.7% |
| 6M | +194.8% | -0.3% | +195.1% | +185.1% |
| All | +368.8% | -4.0% | +372.8% | +370.7% |
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