+17.6%
SSNC vs JAAA
+26.8%
-9.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -6.7% | +0.1% | -6.8% | -6.9% |
| 30D | -0.8% | +0.4% | -1.2% | -1.5% |
| 3M | +16.1% | +1.2% | +14.8% | +14.0% |
| 6M | +7.9% | +2.7% | +5.3% | +3.8% |
| YTD | -8.7% | +3.2% | -11.9% | -12.9% |
| 1Y | -9.5% | +4.8% | -14.3% | -15.6% |
| 3Y | +47.7% | +19.0% | +28.7% | +28.6% |
| 5Y | +17.6% | +26.8% | -9.1% | -2.2% |
| All | +17.6% | +26.8% | -9.2% | -2.2% |
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 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