+607.3%
SITM vs JAAA
+29.4%
+577.9%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.1% | +5.5% | +5.2% |
| 7D | +3.9% | +0.1% | +3.8% | +3.5% |
| 30D | -6.6% | +0.5% | -7.1% | -8.9% |
| 3M | -11.9% | +1.3% | -13.1% | -17.0% |
| 6M | +81.1% | +2.8% | +78.4% | +59.2% |
| YTD | +80.0% | +3.3% | +76.7% | +55.2% |
| 1Y | +145.8% | +4.9% | +140.9% | +97.9% |
| 3Y | +475.9% | +19.0% | +456.9% | +264.1% |
| 5Y | +189.2% | +26.9% | +162.3% | +53.9% |
| All | +607.3% | +29.4% | +577.9% | +260.6% |
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