+211.9%
SFM vs JAAA
+26.8%
+185.1%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | -8.8% | +0.1% | -8.8% | -8.9% |
| 30D | -14.5% | +0.4% | -14.9% | -15.1% |
| 3M | -16.8% | +1.2% | -18.0% | -18.5% |
| 6M | -5.3% | +2.7% | -8.0% | -9.4% |
| YTD | -9.4% | +3.2% | -12.6% | -14.0% |
| 1Y | -46.2% | +4.8% | -51.0% | -50.3% |
| 3Y | +81.3% | +19.0% | +62.3% | +46.1% |
| 5Y | +211.9% | +26.8% | +185.1% | +152.9% |
| All | +211.9% | +26.8% | +185.1% | +152.9% |
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