+344.1%
SPG vs JAAA
+29.3%
+314.8%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.1% |
| 7D | -2.4% | +0.2% | -2.6% | -2.7% |
| 30D | -6.8% | +0.5% | -7.4% | -7.7% |
| 3M | +2.7% | +1.3% | +1.4% | +0.4% |
| 6M | +5.5% | +2.7% | +2.8% | +0.6% |
| YTD | +15.7% | +3.2% | +12.5% | +9.4% |
| 1Y | +20.9% | +4.9% | +15.9% | +11.0% |
| 3Y | +112.4% | +19.0% | +93.4% | +79.0% |
| 5Y | +101.4% | +26.8% | +74.5% | +60.8% |
| All | +344.1% | +29.3% | +314.8% | +244.8% |
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