+136.4%
SFM vs JAAA
+30.2%
+106.1%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | 0.0% | +3.4% | +3.4% |
| 7D | -7.1% | +0.1% | -7.2% | -7.2% |
| 30D | -21.4% | +0.4% | -21.8% | -21.9% |
| 3M | -40.1% | +1.2% | -41.3% | -41.2% |
| 6M | -38.0% | +2.3% | -40.4% | -40.3% |
| YTD | -36.5% | +4.0% | -40.5% | -40.3% |
| 1Y | -35.2% | +4.8% | -40.0% | -39.8% |
| 3Y | +23.5% | +18.5% | +5.0% | +1.0% |
| 5Y | +109.7% | +27.5% | +82.2% | +62.3% |
| All | +136.4% | +30.2% | +106.1% | +64.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling