+455.3%
SN vs JAAA
+20.8%
+434.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | 0.0% | +2.9% | +2.9% |
| 7D | +7.6% | +0.1% | +7.6% | +7.2% |
| 30D | +24.1% | +0.4% | +23.7% | +20.7% |
| 3M | +23.7% | +1.1% | +22.6% | +13.9% |
| 6M | +105.5% | +2.3% | +103.3% | +74.6% |
| YTD | +105.1% | +3.9% | +101.2% | +56.2% |
| 1Y | +148.3% | +4.8% | +143.5% | +78.5% |
| 3Y | +438.7% | +18.4% | +420.2% | +270.6% |
| All | +455.3% | +20.8% | +434.6% | +444.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling