-26.6%
SARO vs JAAA
+10.4%
-37.0%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.6% | +1.2% |
| 7D | -3.1% | +0.1% | -3.2% | -3.6% |
| 30D | -12.2% | +0.5% | -12.8% | -15.1% |
| 3M | -7.4% | +1.3% | -8.6% | -14.3% |
| 6M | -15.3% | +2.8% | -18.0% | -28.5% |
| YTD | -16.2% | +3.3% | -19.4% | -31.1% |
| 1Y | -12.1% | +4.9% | -17.0% | -34.3% |
| All | -26.6% | +10.4% | -37.0% | -53.2% |
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 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