-21.6%
SGI vs JAAA
+4.7%
-26.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | 0.0% | -3.1% | -2.9% |
| 7D | -4.9% | +0.1% | -5.0% | -5.6% |
| 30D | +1.6% | +0.4% | +1.2% | -2.2% |
| 3M | -3.2% | +1.2% | -4.4% | -13.1% |
| 6M | -16.0% | +2.7% | -18.7% | -33.5% |
| YTD | -25.4% | +3.2% | -28.6% | -41.9% |
| 1Y | -21.6% | +4.8% | -26.4% | -41.1% |
| All | -21.6% | +4.7% | -26.3% | -41.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling