+2,348.6%
SM vs JAAA
+30.3%
+2,318.3%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.2% | -0.2% |
| 7D | +9.4% | +0.1% | +9.3% | +9.2% |
| 30D | -14.4% | +0.4% | -14.8% | -15.2% |
| 3M | +1.6% | +1.2% | +0.3% | -1.1% |
| 6M | +6.3% | +2.3% | +4.0% | +1.1% |
| YTD | +78.8% | +4.0% | +74.8% | +63.6% |
| 1Y | +83.1% | +4.8% | +78.3% | +64.3% |
| 3Y | -5.9% | +18.4% | -24.3% | -22.6% |
| 5Y | +4.8% | +27.5% | -22.7% | -15.6% |
| All | +2,348.6% | +30.3% | +2,318.3% | +1,776.7% |
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 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