+37.6%
SHOP vs JAAA
+30.3%
+7.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.1% |
| 7D | -1.2% | +0.1% | -1.3% | -1.6% |
| 30D | -14.7% | +0.4% | -15.2% | -16.1% |
| 3M | -7.2% | +1.2% | -8.4% | -11.2% |
| 6M | +54.2% | +2.3% | +51.9% | +41.9% |
| YTD | -8.6% | +4.0% | -12.6% | -20.6% |
| 1Y | +0.5% | +4.8% | -4.3% | -15.0% |
| 3Y | +135.9% | +18.4% | +117.5% | +58.4% |
| 5Y | -11.9% | +27.5% | -39.4% | -49.6% |
| All | +37.6% | +30.3% | +7.3% | -28.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling