+1,733.4%
STRL vs JAAA
+30.2%
+1,703.2%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | +23.4% | +0.1% | +23.3% | +23.1% |
| 30D | -39.5% | +0.4% | -39.9% | -40.1% |
| 3M | -45.1% | +1.2% | -46.3% | -46.6% |
| 6M | -64.6% | +2.3% | -66.9% | -66.4% |
| YTD | -1.5% | +4.0% | -5.5% | -9.9% |
| 1Y | -20.8% | +4.8% | -25.6% | -28.7% |
| 3Y | +353.1% | +18.5% | +334.6% | +261.6% |
| 5Y | +942.9% | +27.5% | +915.4% | +684.7% |
| All | +1,733.4% | +30.2% | +1,703.2% | +980.9% |
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