-11.6%
SNPS vs JAAA
+18.5%
-30.1%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.3% |
| 7D | -0.2% | +0.1% | -0.3% | -0.9% |
| 30D | -8.0% | +0.4% | -8.4% | -10.9% |
| 3M | +12.5% | +1.2% | +11.3% | +2.3% |
| 6M | -10.5% | +2.3% | -12.8% | -25.7% |
| YTD | -1.6% | +4.0% | -5.6% | -27.4% |
| 1Y | +16.8% | +4.8% | +12.0% | -18.6% |
| All | -11.6% | +18.5% | -30.1% | -68.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling