+240.2%
SFM vs JAAA
+29.4%
+210.8%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.6% |
| 7D | -10.6% | +0.1% | -10.7% | -10.7% |
| 30D | -15.5% | +0.5% | -16.0% | -16.2% |
| 3M | -17.4% | +1.3% | -18.7% | -19.1% |
| 6M | -3.4% | +2.8% | -6.2% | -7.4% |
| YTD | -8.7% | +3.3% | -11.9% | -13.1% |
| 1Y | -47.2% | +4.9% | -52.1% | -51.0% |
| 3Y | +82.7% | +19.0% | +63.8% | +49.8% |
| 5Y | +214.3% | +26.9% | +187.4% | +145.9% |
| All | +240.2% | +29.4% | +210.8% | +138.5% |
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