+27.5%
SOLS vs JAAA
+4.5%
+23.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | -0.7% |
| 7D | -3.5% | +0.1% | -3.5% | -4.1% |
| 30D | -1.0% | +0.5% | -1.5% | -5.3% |
| 3M | -24.1% | +1.3% | -25.4% | -31.7% |
| 6M | -18.0% | +2.8% | -20.8% | -33.2% |
| YTD | +27.1% | +3.3% | +23.8% | +3.0% |
| All | +27.5% | +4.5% | +23.0% | +13.1% |
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