+319.5%
SN vs JAAA
+19.9%
+299.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.6% |
| 7D | -9.3% | +0.2% | -9.5% | -10.5% |
| 30D | -4.8% | +0.5% | -5.3% | -8.4% |
| 3M | +40.4% | +1.3% | +39.2% | +28.0% |
| 6M | +50.9% | +2.7% | +48.3% | +24.8% |
| YTD | +54.9% | +3.2% | +51.8% | +24.0% |
| 1Y | +43.0% | +4.9% | +38.1% | +2.4% |
| 3Y | +391.8% | +19.0% | +372.8% | +288.2% |
| All | +319.5% | +19.9% | +299.6% | +332.1% |
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 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