-35.4%
SBAC vs JAAA
+29.3%
-64.7%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | 0.0% | -2.8% | -2.8% |
| 7D | -5.3% | +0.1% | -5.4% | -5.3% |
| 30D | +0.4% | +0.4% | 0.0% | +0.2% |
| 3M | -11.9% | +1.2% | -13.1% | -12.4% |
| 6M | -4.5% | +2.7% | -7.1% | -5.7% |
| YTD | -4.3% | +3.2% | -7.5% | -5.8% |
| 1Y | -3.9% | +4.8% | -8.7% | -6.1% |
| 3Y | -11.0% | +19.0% | -30.0% | -18.5% |
| 5Y | -44.1% | +26.8% | -70.9% | -50.5% |
| All | -35.4% | +29.3% | -64.7% | -42.8% |
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 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