-42.5%
SNAP vs JAAA
+4.8%
-47.3%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.4% |
| 7D | -10.6% | +0.1% | -10.6% | -11.4% |
| 30D | -19.7% | +0.4% | -20.2% | -23.5% |
| 3M | -6.5% | +1.2% | -7.7% | -18.3% |
| 6M | -17.8% | +2.3% | -20.1% | -37.8% |
| YTD | -38.0% | +3.9% | -42.0% | -56.2% |
| 1Y | -42.5% | +4.8% | -47.2% | -53.0% |
| All | -42.5% | +4.8% | -47.3% | -53.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling