+1,436.9%
STRL vs JAAA
+30.2%
+1,406.7%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | 0.0% | +3.4% | +3.4% |
| 7D | -26.9% | +0.2% | -27.1% | -27.2% |
| 30D | -52.7% | +0.4% | -53.1% | -53.2% |
| 3M | -52.8% | +1.2% | -54.0% | -54.2% |
| 6M | -71.5% | +2.3% | -73.8% | -73.0% |
| YTD | -17.4% | +3.9% | -21.3% | -24.3% |
| 1Y | -35.0% | +4.8% | -39.8% | -41.5% |
| 3Y | +239.2% | +18.5% | +220.7% | +170.9% |
| 5Y | +830.2% | +27.5% | +802.7% | +599.2% |
| All | +1,436.9% | +30.2% | +1,406.7% | +807.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling