+4,601.6%
SNDK vs JAAA
+7.7%
+4,593.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | 0.0% | -4.0% | -3.7% |
| 7D | +8.8% | +0.1% | +8.8% | +7.7% |
| 30D | +33.2% | +0.4% | +32.7% | +24.8% |
| 3M | +3.0% | +1.2% | +1.8% | -14.8% |
| 6M | +173.5% | +2.7% | +170.8% | +80.9% |
| YTD | +613.0% | +3.2% | +609.9% | +338.6% |
| 1Y | +2,189.8% | +4.8% | +2,184.9% | +1,012.7% |
| All | +4,601.6% | +7.7% | +4,593.9% | +1,747.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling