+2.0%
SM vs JAAA
+18.9%
-16.9%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | 0.0% | +3.6% | +3.6% |
| 7D | -0.2% | +0.1% | -0.3% | -0.9% |
| 30D | +31.5% | +0.5% | +31.1% | +27.0% |
| 3M | +17.3% | +1.2% | +16.1% | +6.9% |
| 6M | +48.5% | +2.8% | +45.7% | +18.7% |
| YTD | +106.3% | +3.2% | +103.1% | +59.6% |
| 1Y | +47.3% | +4.8% | +42.5% | -2.0% |
| All | +2.0% | +18.9% | -16.9% | -62.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling