+106.2%
SNPS vs JAAA
+30.2%
+76.0%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | +5.1% | +0.1% | +5.0% | +4.8% |
| 30D | -6.4% | +0.4% | -6.8% | -7.4% |
| 3M | +12.2% | +1.2% | +11.0% | +8.8% |
| 6M | -9.8% | +2.3% | -12.1% | -15.0% |
| YTD | -1.5% | +4.0% | -5.4% | -10.6% |
| 1Y | +16.0% | +4.8% | +11.2% | +3.4% |
| 3Y | -10.8% | +18.5% | -29.3% | -29.9% |
| 5Y | +33.3% | +27.5% | +5.9% | 0.0% |
| All | +106.2% | +30.2% | +76.0% | +55.5% |
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 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