+670.9%
SIMO vs JAAA
+29.3%
+641.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | 0.0% | +2.1% | +2.1% |
| 7D | +14.5% | +0.1% | +14.4% | +14.3% |
| 30D | +20.4% | +0.5% | +20.0% | +19.5% |
| 3M | +7.1% | +1.2% | +5.9% | +4.8% |
| 6M | +129.2% | +2.7% | +126.5% | +118.8% |
| YTD | +201.9% | +3.2% | +198.7% | +186.4% |
| 1Y | +235.5% | +4.8% | +230.7% | +211.7% |
| 3Y | +463.8% | +19.0% | +444.8% | +417.6% |
| 5Y | +306.7% | +26.8% | +279.9% | +264.0% |
| All | +670.9% | +29.3% | +641.7% | +537.1% |
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 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