+1,300.5%
SMCI vs JAAA
+29.3%
+1,271.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | 0.0% | -4.0% | -4.0% |
| 7D | -1.3% | +0.1% | -1.4% | -1.4% |
| 30D | +18.3% | +0.4% | +17.9% | +17.5% |
| 3M | +27.7% | +1.2% | +26.5% | +25.4% |
| 6M | +17.6% | +2.7% | +14.9% | +13.1% |
| YTD | +27.7% | +3.2% | +24.5% | +22.3% |
| 1Y | -14.9% | +4.8% | -19.7% | -19.7% |
| 3Y | +33.2% | +19.0% | +14.2% | +26.3% |
| 5Y | +921.6% | +26.8% | +894.8% | +887.8% |
| All | +1,300.5% | +29.3% | +1,271.3% | +1,219.4% |
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