+35.3%
SSNC vs JAAA
+29.4%
+5.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.6% | +1.6% |
| 7D | -4.0% | +0.1% | -4.1% | -4.2% |
| 30D | +0.5% | +0.5% | 0.0% | -0.3% |
| 3M | +18.9% | +1.3% | +17.7% | +16.6% |
| 6M | +10.8% | +2.8% | +8.0% | +6.2% |
| YTD | -7.1% | +3.3% | -10.4% | -11.6% |
| 1Y | -9.6% | +4.9% | -14.5% | -16.1% |
| 3Y | +51.1% | +19.0% | +32.1% | +27.9% |
| 5Y | +19.7% | +26.9% | -7.2% | -3.1% |
| All | +35.3% | +29.4% | +5.9% | -1.2% |
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 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