-43.5%
SBAC vs JAAA
+26.7%
-70.2%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.1% | -1.0% |
| 7D | +0.2% | +0.1% | +0.1% | +0.1% |
| 30D | +3.9% | +0.5% | +3.4% | +3.6% |
| 3M | -8.2% | +1.2% | -9.4% | -8.8% |
| 6M | -2.8% | +2.7% | -5.5% | -4.2% |
| YTD | -1.5% | +3.2% | -4.7% | -3.2% |
| 1Y | 0.0% | +4.8% | -4.8% | -2.4% |
| 3Y | -8.4% | +19.0% | -27.4% | -16.7% |
| 5Y | -43.5% | +26.8% | -70.3% | -51.4% |
| All | -43.5% | +26.7% | -70.2% | -51.4% |
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