+280.6%
SFM vs JAAA
+29.3%
+251.3%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.1% | +2.8% | +2.7% |
| 7D | -0.1% | +0.2% | -0.2% | -0.3% |
| 30D | -4.4% | +0.5% | -4.9% | -5.2% |
| 3M | +1.5% | +1.3% | +0.3% | -0.5% |
| 6M | +6.5% | +2.7% | +3.8% | +2.3% |
| YTD | +2.2% | +3.2% | -1.0% | -2.7% |
| 1Y | -41.9% | +4.9% | -46.8% | -46.1% |
| 3Y | +106.8% | +19.0% | +87.8% | +69.6% |
| 5Y | +231.6% | +26.8% | +204.8% | +159.8% |
| All | +280.6% | +29.3% | +251.3% | +167.2% |
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