-53.7%
SMR vs JAAA
+27.5%
-81.2%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | 0.0% | -3.4% | -3.5% |
| 7D | -8.3% | +0.1% | -8.4% | -8.6% |
| 30D | -20.1% | +0.4% | -20.5% | -21.2% |
| 3M | -52.7% | +1.2% | -53.9% | -54.7% |
| 6M | -61.0% | +2.3% | -63.3% | -64.0% |
| YTD | -67.1% | +4.0% | -71.1% | -71.2% |
| 1Y | -79.9% | +4.8% | -84.7% | -82.8% |
| 3Y | +101.7% | +18.4% | +83.3% | +41.3% |
| All | -53.7% | +27.5% | -81.2% | -72.0% |
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