+327.2%
SMH vs JAAA
+26.5%
+300.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.1% | +1.4% | +1.3% |
| 7D | +0.3% | +0.1% | +0.2% | +0.1% |
| 30D | -2.8% | +0.5% | -3.3% | -4.0% |
| 3M | -6.7% | +1.3% | -8.0% | -9.6% |
| 6M | +41.8% | +2.8% | +39.0% | +32.6% |
| YTD | +57.9% | +3.3% | +54.6% | +46.3% |
| 1Y | +87.6% | +4.9% | +82.7% | +68.1% |
| 3Y | +282.9% | +19.0% | +264.0% | +210.5% |
| All | +327.2% | +26.5% | +300.7% | +227.9% |
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