+303.6%
SIMO vs JAAA
+26.4%
+277.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | 0.0% | +6.2% | +6.2% |
| 7D | +14.6% | +0.1% | +14.5% | +14.4% |
| 30D | +6.2% | +0.5% | +5.8% | +5.4% |
| 3M | +3.6% | +1.2% | +2.3% | +1.3% |
| 6M | +130.8% | +2.8% | +127.9% | +119.4% |
| YTD | +195.8% | +3.2% | +192.6% | +180.0% |
| 1Y | +225.0% | +4.8% | +220.2% | +200.9% |
| 3Y | +452.3% | +19.0% | +433.3% | +413.5% |
| 5Y | +303.6% | +26.8% | +276.8% | +262.7% |
| All | +303.6% | +26.4% | +277.2% | +262.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling