+57.6%
STM vs JAAA
+29.3%
+28.3%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.9% |
| 7D | +1.7% | +0.1% | +1.6% | +1.4% |
| 30D | -5.2% | +0.5% | -5.6% | -6.3% |
| 3M | -29.6% | +1.2% | -30.9% | -32.0% |
| 6M | +54.4% | +2.7% | +51.6% | +43.4% |
| YTD | +99.5% | +3.2% | +96.3% | +83.5% |
| 1Y | +100.8% | +4.8% | +96.0% | +78.0% |
| 3Y | +20.2% | +19.0% | +1.2% | -6.3% |
| 5Y | +21.1% | +26.8% | -5.6% | -12.0% |
| All | +57.6% | +29.3% | +28.3% | +4.7% |
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