+216.8%
SPMO vs JAAA
+29.3%
+187.5%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | +3.4% | +0.1% | +3.3% | +3.2% |
| 30D | +0.5% | +0.5% | +0.1% | -0.2% |
| 3M | +1.9% | +1.2% | +0.7% | -0.1% |
| 6M | +27.8% | +2.8% | +25.0% | +22.2% |
| YTD | +26.7% | +3.2% | +23.5% | +20.5% |
| 1Y | +28.9% | +4.8% | +24.1% | +19.8% |
| 3Y | +160.7% | +19.0% | +141.7% | +127.2% |
| 5Y | +150.2% | +26.8% | +123.4% | +112.7% |
| All | +216.8% | +29.3% | +187.5% | +162.1% |
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 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