+101.4%
SPOT vs JAAA
+29.4%
+72.1%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.6% |
| 7D | -3.1% | +0.1% | -3.2% | -3.2% |
| 30D | +7.4% | +0.5% | +6.9% | +6.1% |
| 3M | +8.2% | +1.3% | +6.9% | +5.2% |
| 6M | +2.2% | +2.8% | -0.6% | -3.8% |
| YTD | -9.5% | +3.3% | -12.7% | -15.7% |
| 1Y | -23.8% | +4.9% | -28.8% | -31.6% |
| 3Y | +233.5% | +19.0% | +214.5% | +150.7% |
| 5Y | +112.2% | +26.9% | +85.3% | +47.4% |
| All | +101.4% | +29.4% | +72.1% | +23.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling