-27.8%
SARO vs JAAA
+10.4%
-38.1%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | 0.0% | -2.3% | -2.2% |
| 7D | -4.0% | +0.1% | -4.1% | -4.5% |
| 30D | -16.1% | +0.4% | -16.6% | -18.4% |
| 3M | -4.5% | +1.2% | -5.7% | -11.4% |
| 6M | -17.0% | +2.7% | -19.7% | -29.5% |
| YTD | -17.5% | +3.2% | -20.7% | -31.9% |
| 1Y | -12.3% | +4.8% | -17.1% | -34.1% |
| All | -27.8% | +10.4% | -38.1% | -53.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling