+2,626.2%
SM vs JAAA
+29.3%
+2,596.9%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.1% | -2.6% | -2.7% |
| 7D | +0.1% | +0.2% | -0.1% | -0.3% |
| 30D | +26.3% | +0.5% | +25.8% | +24.8% |
| 3M | +8.7% | +1.3% | +7.4% | +5.7% |
| 6M | +51.7% | +2.7% | +49.0% | +43.0% |
| YTD | +99.0% | +3.2% | +95.9% | +85.4% |
| 1Y | +34.6% | +4.9% | +29.7% | +20.3% |
| 3Y | -7.8% | +19.0% | -26.7% | -22.9% |
| 5Y | +104.8% | +26.8% | +78.0% | +67.4% |
| All | +2,626.2% | +29.3% | +2,596.9% | +2,026.4% |
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 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