-91.0%
SNAP vs JAAA
+27.4%
-118.4%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | 0.0% | -2.6% | -2.7% |
| 7D | -7.1% | +0.2% | -7.3% | -7.5% |
| 30D | -14.6% | +0.4% | -15.1% | -15.7% |
| 3M | -5.0% | +1.2% | -6.2% | -8.2% |
| 6M | -18.8% | +2.3% | -21.2% | -24.1% |
| YTD | -38.5% | +3.9% | -42.4% | -44.8% |
| 1Y | -38.1% | +4.8% | -42.9% | -45.7% |
| 3Y | -53.8% | +18.5% | -72.3% | -61.9% |
| All | -91.0% | +27.4% | -118.4% | -91.4% |
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