+103.5%
SMTC vs JAAA
+30.3%
+73.2%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | 0.0% | -4.1% | -4.2% |
| 7D | +11.0% | +0.1% | +10.9% | +10.7% |
| 30D | -28.5% | +0.4% | -28.9% | -29.4% |
| 3M | -14.2% | +1.2% | -15.4% | -17.1% |
| 6M | -18.0% | +2.3% | -20.3% | -23.2% |
| YTD | +55.5% | +4.0% | +51.5% | +39.6% |
| 1Y | +69.5% | +4.8% | +64.7% | +49.3% |
| 3Y | +699.7% | +18.4% | +681.2% | +565.4% |
| 5Y | +27.4% | +27.5% | -0.1% | +5.5% |
| All | +103.5% | +30.3% | +73.2% | +54.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling