+83.6%
SFM vs JAAA
+18.9%
+64.7%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | 0.0% | -4.0% | -4.0% |
| 7D | -7.2% | +0.1% | -7.3% | -7.5% |
| 30D | -14.3% | +0.5% | -14.8% | -15.7% |
| 3M | -13.7% | +1.2% | -15.0% | -17.4% |
| 6M | -6.0% | +2.7% | -8.7% | -14.1% |
| YTD | -8.2% | +3.2% | -11.4% | -17.6% |
| 1Y | -46.2% | +4.8% | -51.0% | -54.4% |
| All | +83.6% | +18.9% | +64.7% | +30.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling