+370.7%
SIMO vs JAAA
+30.2%
+340.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.8% | -1.8% |
| 7D | -16.0% | +0.1% | -16.1% | -16.1% |
| 30D | -35.8% | +0.4% | -36.2% | -36.3% |
| 3M | -26.5% | +1.2% | -27.6% | -28.0% |
| 6M | -33.0% | +2.3% | -35.3% | -35.7% |
| YTD | +84.3% | +3.9% | +80.4% | +72.7% |
| 1Y | +82.0% | +4.8% | +77.2% | +68.5% |
| 3Y | +218.5% | +18.5% | +200.0% | +188.0% |
| 5Y | +175.0% | +27.5% | +147.5% | +143.5% |
| All | +370.7% | +30.2% | +340.5% | +284.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling