+143.4%
SFM vs JAAA
+30.3%
+113.1%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | +6.0% | +0.1% | +5.9% | +5.9% |
| 30D | -19.5% | +0.4% | -19.9% | -20.0% |
| 3M | -37.0% | +1.2% | -38.2% | -38.2% |
| 6M | -41.0% | +2.3% | -43.3% | -43.1% |
| YTD | -34.6% | +4.0% | -38.6% | -38.5% |
| 1Y | -36.3% | +4.8% | -41.1% | -40.8% |
| 3Y | +24.5% | +18.4% | +6.1% | +1.8% |
| 5Y | +115.9% | +27.5% | +88.4% | +67.0% |
| All | +143.4% | +30.3% | +113.1% | +68.8% |
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