+342.6%
SAN vs JAAA
+18.9%
+323.7%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.3% |
| 7D | -0.5% | +0.1% | -0.6% | -1.0% |
| 30D | -0.1% | +0.5% | -0.5% | -2.2% |
| 3M | +19.6% | +1.2% | +18.4% | +12.6% |
| 6M | +32.7% | +2.7% | +30.0% | +16.7% |
| YTD | +26.7% | +3.2% | +23.5% | +9.5% |
| 1Y | +51.6% | +4.8% | +46.8% | +23.1% |
| All | +342.6% | +18.9% | +323.7% | +334.6% |
Cumulative growth
Daily Returns
Daily percentage return beside JAAA.
Daily Out/Under-Performance
Portfolio return minus JAAA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JAAA 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 3y: compounded portfolio wealth divided by compounded JAAA 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…
3y analysis · Full analysis span regression · 6 months rolling