+112.2%
SM vs JAAA
+26.7%
+85.5%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.5% |
| 7D | -0.2% | +0.1% | -0.3% | -0.5% |
| 30D | +20.3% | +0.5% | +19.8% | +18.9% |
| 3M | +22.9% | +1.2% | +21.7% | +19.2% |
| 6M | +47.8% | +2.7% | +45.1% | +38.1% |
| YTD | +107.5% | +3.2% | +104.3% | +91.2% |
| 1Y | +51.7% | +4.8% | +46.9% | +33.9% |
| 3Y | -0.9% | +19.0% | -19.8% | -19.3% |
| 5Y | +112.2% | +26.8% | +85.5% | +77.7% |
| All | +112.2% | +26.7% | +85.5% | +77.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling