-1.5%
SM vs JAAA
+27.4%
-28.8%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | 0.0% | +5.5% | +5.5% |
| 7D | +0.3% | +0.1% | +0.2% | +0.1% |
| 30D | -17.3% | +0.4% | -17.7% | -18.2% |
| 3M | -3.6% | +1.2% | -4.8% | -6.5% |
| 6M | +2.9% | +2.3% | +0.6% | -3.1% |
| YTD | +70.2% | +4.0% | +66.3% | +53.6% |
| 1Y | +66.5% | +4.8% | +61.7% | +46.8% |
| 3Y | -8.2% | +18.5% | -26.7% | -27.5% |
| 5Y | -1.5% | +27.5% | -29.0% | -23.0% |
| All | -1.5% | +27.4% | -28.8% | -23.0% |
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