+10.7%
SNDU vs JAAA
+3.4%
+7.3%
-88.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.8% | 0.0% | -15.8% | -15.8% |
| 7D | -48.0% | +0.2% | -48.2% | -49.3% |
| 30D | -66.4% | +0.4% | -66.9% | -69.1% |
| 3M | -58.7% | +1.2% | -59.9% | -66.8% |
| 6M | -68.6% | +2.3% | -70.9% | -82.4% |
| All | +10.7% | +3.4% | +7.3% | -50.6% |
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