+515.0%
STRL vs JAAA
+18.9%
+496.1%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.1% | +5.7% | +5.3% |
| 7D | +3.4% | +0.2% | +3.2% | +2.3% |
| 30D | -9.2% | +0.5% | -9.8% | -12.2% |
| 3M | -51.0% | +1.3% | -52.3% | -54.7% |
| 6M | +15.8% | +2.7% | +13.1% | -1.3% |
| YTD | +58.9% | +3.2% | +55.7% | +31.9% |
| 1Y | +68.5% | +4.9% | +63.6% | +27.9% |
| All | +515.0% | +18.9% | +496.1% | +486.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling