-82.6%
SNAP vs JAAA
+30.2%
-112.8%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.1% |
| 7D | -10.6% | +0.1% | -10.6% | -10.7% |
| 30D | -19.7% | +0.4% | -20.2% | -20.6% |
| 3M | -6.5% | +1.2% | -7.7% | -9.2% |
| 6M | -17.8% | +2.3% | -20.1% | -22.3% |
| YTD | -38.0% | +3.9% | -42.0% | -43.5% |
| 1Y | -42.5% | +4.8% | -47.2% | -48.5% |
| 3Y | -55.8% | +18.5% | -74.3% | -62.0% |
| 5Y | -90.5% | +27.5% | -118.0% | -91.1% |
| All | -82.6% | +30.2% | -112.8% | -81.5% |
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