+106.9%
SPG vs JAAA
+26.4%
+80.5%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.2% |
| 7D | 0.0% | +0.1% | -0.1% | -0.2% |
| 30D | -4.9% | +0.5% | -5.4% | -5.8% |
| 3M | +3.3% | +1.2% | +2.1% | +0.8% |
| 6M | +11.2% | +2.8% | +8.4% | +4.9% |
| YTD | +17.1% | +3.2% | +13.9% | +9.7% |
| 1Y | +21.6% | +4.8% | +16.7% | +10.3% |
| 3Y | +111.9% | +19.0% | +92.9% | +72.1% |
| 5Y | +106.9% | +26.8% | +80.1% | +53.0% |
| All | +106.9% | +26.4% | +80.5% | +53.0% |
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