+17.9%
SNPS vs JAAA
+26.7%
-8.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.2% |
| 7D | -5.5% | +0.1% | -5.6% | -5.7% |
| 30D | -4.5% | +0.5% | -4.9% | -5.7% |
| 3M | -15.5% | +1.2% | -16.7% | -18.4% |
| 6M | -10.1% | +2.7% | -12.8% | -16.5% |
| YTD | -16.3% | +3.2% | -19.5% | -23.1% |
| 1Y | -34.9% | +4.8% | -39.7% | -42.4% |
| 3Y | -14.4% | +19.0% | -33.4% | -32.8% |
| 5Y | +17.9% | +26.8% | -8.9% | -11.3% |
| All | +17.9% | +26.7% | -8.8% | -11.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling