-47.1%
STLA vs JAAA
+30.2%
-77.3%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | 0.0% | -3.5% | -3.6% |
| 7D | -11.6% | +0.1% | -11.7% | -11.9% |
| 30D | -6.2% | +0.4% | -6.6% | -7.3% |
| 3M | -24.6% | +1.2% | -25.8% | -27.1% |
| 6M | -44.9% | +2.3% | -47.3% | -48.4% |
| YTD | -62.3% | +4.0% | -66.2% | -66.2% |
| 1Y | -61.8% | +4.8% | -66.6% | -66.5% |
| 3Y | -75.3% | +18.5% | -93.8% | -82.0% |
| 5Y | -72.5% | +27.5% | -100.0% | -82.0% |
| All | -47.1% | +30.2% | -77.3% | -69.6% |
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