+105.8%
SLV vs JAAA
+30.2%
+75.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | 0.0% | -3.5% | -3.5% |
| 7D | +3.7% | +0.1% | +3.6% | +3.6% |
| 30D | -15.2% | +0.4% | -15.6% | -15.5% |
| 3M | -21.8% | +1.2% | -22.9% | -22.7% |
| 6M | -36.3% | +2.3% | -38.6% | -37.7% |
| YTD | -27.8% | +3.9% | -31.8% | -30.5% |
| 1Y | +1.5% | +4.8% | -3.3% | -2.9% |
| 3Y | +128.5% | +18.5% | +110.1% | +98.4% |
| 5Y | +103.2% | +27.5% | +75.8% | +66.4% |
| All | +105.8% | +30.2% | +75.6% | +53.6% |
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 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