-79.9%
SPXU vs JAAA
+19.0%
-98.9%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.1% | -2.5% | -1.5% |
| 7D | +2.5% | +0.1% | +2.4% | +3.5% |
| 30D | +4.2% | +0.5% | +3.7% | +11.1% |
| 3M | -9.3% | +1.3% | -10.5% | +5.8% |
| 6M | -30.7% | +2.8% | -33.5% | -2.7% |
| YTD | -28.1% | +3.3% | -31.4% | +6.6% |
| 1Y | -35.2% | +4.9% | -40.2% | +16.1% |
| 3Y | -79.9% | +19.0% | -98.9% | -51.2% |
| All | -79.9% | +19.0% | -98.9% | -51.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling