-14.6%
SNPS vs JAAA
+18.9%
-33.5%
-42.3%
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% | -0.5% |
| 7D | -5.5% | +0.1% | -5.6% | -6.3% |
| 30D | -5.8% | +0.5% | -6.2% | -9.1% |
| 3M | -17.2% | +1.2% | -18.4% | -24.7% |
| 6M | -10.4% | +2.8% | -13.2% | -27.9% |
| YTD | -16.5% | +3.2% | -19.7% | -34.3% |
| 1Y | -35.6% | +4.8% | -40.5% | -54.6% |
| 3Y | -14.6% | +19.0% | -33.6% | -63.1% |
| All | -14.6% | +18.9% | -33.5% | -63.1% |
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 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