-12.1%
SARO vs JAAA
+4.9%
-17.0%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.6% | +1.1% |
| 7D | -3.1% | +0.1% | -3.2% | -3.7% |
| 30D | -12.2% | +0.5% | -12.8% | -15.7% |
| 3M | -7.4% | +1.3% | -8.6% | -16.0% |
| 6M | -15.3% | +2.8% | -18.0% | -31.3% |
| YTD | -16.2% | +3.3% | -19.4% | -33.6% |
| 1Y | -12.1% | +4.9% | -17.0% | -38.2% |
| All | -12.1% | +4.9% | -17.0% | -38.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling