+164.9%
SLV vs JAAA
+29.3%
+135.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.3% |
| 7D | -0.3% | +0.2% | -0.5% | -0.5% |
| 30D | +6.7% | +0.5% | +6.2% | +6.1% |
| 3M | -10.7% | +1.3% | -12.0% | -11.8% |
| 6M | -20.6% | +2.7% | -23.3% | -22.5% |
| YTD | -7.1% | +3.2% | -10.3% | -9.8% |
| 1Y | +62.0% | +4.9% | +57.1% | +54.9% |
| 3Y | +169.8% | +19.0% | +150.8% | +134.1% |
| 5Y | +161.5% | +26.8% | +134.6% | +114.7% |
| All | +164.9% | +29.3% | +135.7% | +99.1% |
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