+11.2%
SNPS vs JAAA
+4.8%
+6.4%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -3.9% | +0.2% | -4.1% | -5.7% |
| 30D | -5.2% | +0.4% | -5.7% | -10.1% |
| 3M | +14.6% | +1.2% | +13.4% | -3.0% |
| 6M | -6.9% | +2.3% | -9.3% | -33.9% |
| YTD | -1.4% | +3.9% | -5.3% | -40.3% |
| 1Y | +11.2% | +4.8% | +6.4% | -38.2% |
| All | +11.2% | +4.8% | +6.4% | -38.2% |
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