+36.6%
SNOW vs JAAA
+29.3%
+7.4%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.1% | -5.5% | -5.6% |
| 7D | +2.8% | +0.2% | +2.6% | +2.4% |
| 30D | +6.4% | +0.5% | +5.9% | +5.1% |
| 3M | +38.1% | +1.3% | +36.8% | +34.0% |
| 6M | +100.4% | +2.7% | +97.7% | +88.1% |
| YTD | +53.7% | +3.2% | +50.5% | +42.7% |
| 1Y | +52.0% | +4.9% | +47.0% | +35.7% |
| 3Y | +114.7% | +19.0% | +95.7% | +71.7% |
| 5Y | +8.8% | +26.8% | -18.0% | -20.0% |
| All | +36.6% | +29.3% | +7.4% | +1.6% |
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 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