+556.4%
SITM vs JAAA
+29.3%
+527.1%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.6% |
| 7D | +3.7% | +0.1% | +3.6% | +3.2% |
| 30D | -14.5% | +0.5% | -15.0% | -16.3% |
| 3M | -10.6% | +1.2% | -11.8% | -15.7% |
| 6M | +65.5% | +2.7% | +62.8% | +45.9% |
| YTD | +67.0% | +3.2% | +63.8% | +44.4% |
| 1Y | +138.6% | +4.8% | +133.8% | +93.1% |
| 3Y | +421.8% | +19.0% | +402.8% | +230.4% |
| 5Y | +172.4% | +26.8% | +145.7% | +45.5% |
| All | +556.4% | +29.3% | +527.1% | +235.5% |
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