+33.3%
SNOW vs JAAA
+29.4%
+3.9%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.4% |
| 7D | -2.4% | +0.1% | -2.5% | -2.6% |
| 30D | -1.0% | +0.5% | -1.5% | -2.2% |
| 3M | +36.9% | +1.3% | +35.6% | +32.8% |
| 6M | +83.4% | +2.8% | +80.6% | +71.6% |
| YTD | +50.0% | +3.3% | +46.7% | +38.9% |
| 1Y | +46.5% | +4.9% | +41.6% | +30.8% |
| 3Y | +93.3% | +19.0% | +74.4% | +54.5% |
| 5Y | +3.3% | +26.9% | -23.6% | -24.2% |
| All | +33.3% | +29.4% | +3.9% | -1.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling