+95.4%
SLV vs JAAA
+30.3%
+65.1%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.2% | -2.2% |
| 7D | -5.8% | +0.1% | -5.9% | -5.9% |
| 30D | -12.1% | +0.4% | -12.6% | -12.5% |
| 3M | -24.1% | +1.2% | -25.3% | -25.0% |
| 6M | -44.4% | +2.3% | -46.7% | -45.6% |
| YTD | -31.5% | +4.0% | -35.5% | -34.0% |
| 1Y | -6.9% | +4.8% | -11.8% | -11.0% |
| 3Y | +116.0% | +18.4% | +97.6% | +87.5% |
| 5Y | +88.4% | +27.5% | +60.9% | +54.3% |
| All | +95.4% | +30.3% | +65.1% | +45.7% |
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 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