-92.6%
SNAP vs JAAA
+26.4%
-119.0%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.1% | -4.1% | -4.3% |
| 7D | +0.7% | +0.2% | +0.6% | +0.2% |
| 30D | +2.6% | +0.5% | +2.1% | +1.0% |
| 3M | -9.9% | +1.3% | -11.2% | -13.2% |
| 6M | +1.9% | +2.7% | -0.8% | -5.6% |
| YTD | -32.2% | +3.2% | -35.4% | -38.0% |
| 1Y | -22.8% | +4.9% | -27.8% | -32.4% |
| 3Y | -47.6% | +19.0% | -66.6% | -56.0% |
| All | -92.6% | +26.4% | -119.0% | -93.0% |
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 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