+22.5%
STM vs JAAA
+26.4%
-3.9%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | +5.2% | +0.1% | +5.1% | +4.9% |
| 30D | -7.4% | +0.5% | -7.8% | -8.6% |
| 3M | -30.6% | +1.2% | -31.8% | -33.1% |
| 6M | +66.4% | +2.8% | +63.5% | +53.5% |
| YTD | +101.1% | +3.2% | +98.0% | +84.3% |
| 1Y | +97.4% | +4.8% | +92.5% | +73.8% |
| 3Y | +21.1% | +19.0% | +2.2% | -5.4% |
| 5Y | +22.5% | +26.8% | -4.4% | -7.6% |
| All | +22.5% | +26.4% | -3.9% | -7.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling