+68.5%
STRL vs JAAA
+4.9%
+63.6%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.1% | +5.7% | +4.7% |
| 7D | +3.4% | +0.2% | +3.2% | +1.0% |
| 30D | -9.2% | +0.5% | -9.8% | -15.5% |
| 3M | -51.0% | +1.3% | -52.3% | -58.7% |
| 6M | +15.8% | +2.7% | +13.1% | -19.0% |
| YTD | +58.9% | +3.2% | +55.7% | +5.0% |
| 1Y | +68.5% | +4.9% | +63.6% | -7.2% |
| All | +68.5% | +4.9% | +63.6% | -7.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling