+309.7%
SN vs JAAA
+20.0%
+289.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | 0.0% | -3.3% | -3.5% |
| 7D | -3.4% | +0.1% | -3.5% | -4.1% |
| 30D | -9.1% | +0.5% | -9.5% | -12.0% |
| 3M | +31.8% | +1.2% | +30.5% | +20.4% |
| 6M | +52.0% | +2.7% | +49.3% | +25.2% |
| YTD | +51.3% | +3.2% | +48.1% | +20.9% |
| 1Y | +46.9% | +4.8% | +42.1% | +6.0% |
| 3Y | +394.9% | +19.0% | +375.9% | +281.8% |
| All | +309.7% | +20.0% | +289.7% | +321.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling