+235.5%
SIMO vs JAAA
+4.9%
+230.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | 0.0% | +2.1% | +1.8% |
| 7D | +14.5% | +0.1% | +14.4% | +13.0% |
| 30D | +20.4% | +0.5% | +20.0% | +13.4% |
| 3M | +7.1% | +1.2% | +5.9% | -10.9% |
| 6M | +129.2% | +2.7% | +126.5% | +51.9% |
| YTD | +201.9% | +3.2% | +198.7% | +84.0% |
| 1Y | +235.5% | +4.8% | +230.7% | +61.8% |
| All | +235.5% | +4.9% | +230.6% | +61.8% |
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