+828.5%
SAN vs JAAA
+29.3%
+799.2%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -1.0% |
| 7D | +1.8% | +0.2% | +1.6% | +1.3% |
| 30D | +2.0% | +0.5% | +1.4% | +0.7% |
| 3M | +19.7% | +1.3% | +18.5% | +16.1% |
| 6M | +30.6% | +2.7% | +28.0% | +22.6% |
| YTD | +28.8% | +3.2% | +25.7% | +19.7% |
| 1Y | +57.8% | +4.9% | +52.8% | +41.3% |
| 3Y | +338.1% | +19.0% | +319.1% | +227.8% |
| 5Y | +384.2% | +26.8% | +357.4% | +221.3% |
| All | +828.5% | +29.3% | +799.2% | +443.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling