+188.8%
SMTC vs JAAA
+29.3%
+159.6%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | 0.0% | +10.0% | +10.0% |
| 7D | +22.9% | +0.1% | +22.8% | +22.6% |
| 30D | +16.6% | +0.5% | +16.2% | +15.2% |
| 3M | +2.4% | +1.2% | +1.2% | -1.1% |
| 6M | +98.3% | +2.8% | +95.4% | +83.3% |
| YTD | +120.7% | +3.2% | +117.5% | +102.6% |
| 1Y | +168.3% | +4.8% | +163.4% | +137.2% |
| 3Y | +571.7% | +19.0% | +552.7% | +472.0% |
| 5Y | +114.0% | +26.8% | +87.2% | +80.9% |
| All | +188.8% | +29.3% | +159.6% | +124.5% |
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