+66.7%
SNXX vs JPM
+18.6%
+48.1%
-88.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +4.2% | -19.9% | -17.8% |
| 7D | -47.8% | +3.8% | -51.6% | -48.7% |
| 30D | -66.0% | +6.5% | -72.5% | -67.4% |
| 3M | -57.5% | -1.0% | -56.5% | -57.0% |
| 6M | -66.7% | +15.5% | -82.3% | -69.8% |
| All | +66.7% | +18.6% | +48.1% | +40.9% |
Cumulative growth
Daily Returns
Daily percentage return beside JPM.
Daily Out/Under-Performance
Portfolio return minus JPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JPM 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 1y: compounded portfolio wealth divided by compounded JPM 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…
1y analysis · Full analysis span regression · 6 months rolling