-53.8%
SNAP vs JAAA
+18.6%
-72.4%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | 0.0% | -2.6% | -3.0% |
| 7D | -7.1% | +0.2% | -7.3% | -8.6% |
| 30D | -14.6% | +0.4% | -15.1% | -18.3% |
| 3M | -5.0% | +1.2% | -6.2% | -16.0% |
| 6M | -18.8% | +2.3% | -21.2% | -36.2% |
| YTD | -38.5% | +3.9% | -42.4% | -58.4% |
| 1Y | -38.1% | +4.8% | -42.9% | -61.7% |
| 3Y | -53.8% | +18.5% | -72.3% | -83.7% |
| All | -53.8% | +18.6% | -72.4% | -83.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling