+119.0%
SMTC vs JAAA
+26.7%
+92.3%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | +22.5% | +0.1% | +22.4% | +22.1% |
| 30D | +24.9% | +0.5% | +24.4% | +23.2% |
| 3M | +4.1% | +1.2% | +2.8% | +0.2% |
| 6M | +92.6% | +2.7% | +89.8% | +77.5% |
| YTD | +122.5% | +3.2% | +119.3% | +102.8% |
| 1Y | +166.2% | +4.8% | +161.4% | +133.4% |
| 3Y | +577.2% | +19.0% | +558.2% | +474.2% |
| 5Y | +119.0% | +26.8% | +92.2% | +85.3% |
| All | +119.0% | +26.7% | +92.3% | +85.3% |
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